Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710212.0267 | 1629772.4747 | 80439.552 | 848005.895 | -1730461.9668 | 2578467.8619 |
Total P&L (%) | 1710.212 | 1629.7725 | 80.4396 | 848.0059 | -1730.462 | 2578.4679 |
Avg Daily Profit (%) | 0.9219 | 0.8786 | 0.0434 | 0.1213 | 0 | 0.1774 |
Buy And Hold Return (%) | 84.2532 | 84.2532 | 84.2532 | 84.2532 | 84.2532 | 84.2532 |
Max Trade Drawdown | -170904 | -134144 | -65583 | -6613616 | -6098239 | -2219549 |
Profit Factor | 4.5227 | 5.9789 | 1.5086 | 1.0649 | 0.8089 | 1.6444 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 30.9859 | 30.5556 | 31.4286 | 30.9859 | 30.5556 | 31.4286 |
Ratio Avg Win / Avg Loss | 10.0733 | 13.5884 | 3.2916 | 2.3719 | 1.8384 | 3.5878 |
Largest Winning Trade | 1528933 | 1528933 | 66928 | 3410008 | 3410008 | 2893475 |
Largest Losing Trade | -27421 | -27421 | -19853 | -1509560 | -1509560 | -779275 |
Avg Bars in Trades | 50 | 61 | 39 | 50 | 61 | 39 |
Avg Bars in Winners | 101 | 123 | 80 | 101 | 123 | 80 |
Avg Bars in Losers | 27 | 33 | 21 | 27 | 33 | 21 |
Bars Traded | 3600 | 2204 | 1396 | 3600 | 2204 | 1396 |
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 | -77955 | 510593 | -305527 | -277269 | -585564 | 134158 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 12, "offset": 0 } } }
# | 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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