Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785230.4603 | 542563.535 | 242666.9253 | 5175946.677 | 396883.5527 | 4779063.1243 |
Total P&L (%) | 785.2305 | 542.5635 | 242.6669 | 5175.9467 | 396.8836 | 4779.0631 |
Avg Daily Profit (%) | 0.4127 | 0.2852 | 0.1276 | 0.2087 | 0.0843 | 0.2045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60732 | -105924 | -86025 | -2490748 | -4297265 | -1114606 |
Profit Factor | 2.5181 | 2.8478 | 2.0851 | 1.3611 | 1.0434 | 1.9197 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 36.0825 | 28.5714 | 43.75 | 36.0825 | 28.5714 | 43.75 |
Ratio Avg Win / Avg Loss | 4.4606 | 7.1196 | 2.6809 | 2.411 | 2.6086 | 2.4682 |
Largest Winning Trade | 257086 | 257086 | 52420 | 2836994 | 2836994 | 1728429 |
Largest Losing Trade | -24701 | -24701 | -18391 | -1730775 | -1730775 | -670214 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 77 | 75 | 79 | 77 | 75 | 79 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 3630 | 1585 | 2045 | 3630 | 1585 | 2045 |
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 | 342076 | -53 | -21114 | 162939 | -266302 | 337684 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 141, "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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