Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669922.3636 | 619971.7374 | 49950.6263 | 201594.1403 | 35714.3367 | 165879.8036 |
Total P&L (%) | 669.9224 | 619.9717 | 49.9506 | 201.5941 | 35.7143 | 165.8798 |
Avg Daily Profit (%) | 0.3621 | 0.3351 | 0.027 | 0.0597 | 0.0165 | 0.0529 |
Buy And Hold Return (%) | 61.8504 | 61.8504 | 61.8504 | 61.8504 | 61.8504 | 61.8504 |
Max Trade Drawdown | -104214 | -124291 | -84190 | -1521011 | -1081228 | -942369 |
Profit Factor | 1.9917 | 3.0454 | 1.1341 | 1.0382 | 1.0153 | 1.0566 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 55.3459 | 51.25 | 59.4937 | 55.3459 | 51.25 | 59.4937 |
Ratio Avg Win / Avg Loss | 1.6069 | 2.8968 | 0.7722 | 0.8377 | 0.9657 | 0.7194 |
Largest Winning Trade | 530678 | 530678 | 41665 | 596649 | 596649 | 281312 |
Largest Losing Trade | -65419 | -27568 | -65419 | -611571 | -406036 | -611571 |
Avg Bars in Trades | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Winners | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
Bars Traded | 5251 | 2203 | 3048 | 5251 | 2203 | 3048 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530390 | -4008 | -422702 | -294735 | -561004 | -311148 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 64 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 64 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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