Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2022448.2872 | 1843805.7822 | 178642.5049 | 18868662.6257 | 5928991.1486 | 12939671.4771 |
Total P&L (%) | 2022.4483 | 1843.8058 | 178.6425 | 18868.6626 | 5928.9911 | 12939.6715 |
Avg Daily Profit (%) | 1.0784 | 0.9831 | 0.0953 | 0.2801 | 0.2188 | 0.26 |
Buy And Hold Return (%) | 308.1969 | 308.1969 | 308.1969 | 308.1969 | 308.1969 | 308.1969 |
Max Trade Drawdown | -46578 | -73510 | -35187 | -11600470 | -9828635 | -6524927 |
Profit Factor | 5.1566 | 7.3071 | 1.9198 | 1.2822 | 1.1459 | 1.4934 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 32.6241 | 30.9859 | 34.2857 | 32.6241 | 30.9859 | 34.2857 |
Ratio Avg Win / Avg Loss | 10.6495 | 16.275 | 3.6795 | 2.6479 | 2.5521 | 2.8624 |
Largest Winning Trade | 1410316 | 1410316 | 60685 | 12532920 | 12532920 | 8206992 |
Largest Losing Trade | -29587 | -29587 | -15096 | -3709184 | -3709184 | -2806019 |
Avg Bars in Trades | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Winners | 114 | 113 | 116 | 114 | 113 | 116 |
Avg Bars in Losers | 21 | 26 | 15 | 21 | 26 | 15 |
Bars Traded | 7281 | 3798 | 3483 | 7281 | 3798 | 3483 |
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 | 527093 | -73177 | -328506 | 123263 | -145130 | -89641 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 5, "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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