Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636571.4179 | 515261.1403 | 121310.2776 | 1507026.5667 | 790968.2001 | 716058.3666 |
Total P&L (%) | 636.5714 | 515.2611 | 121.3103 | 1507.0266 | 790.9682 | 716.0584 |
Avg Daily Profit (%) | 0.3595 | 0.291 | 0.0685 | 0.157 | 0.1236 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108426 | -39301 | -111023 | -1926410 | -841580 | -1084829 |
Profit Factor | 2.5111 | 4.0223 | 1.4837 | 1.418 | 1.5656 | 1.3245 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 34.5679 | 34.1463 | 35 | 34.5679 | 34.1463 | 35 |
Ratio Avg Win / Avg Loss | 4.7531 | 7.7572 | 2.7555 | 2.6842 | 3.0194 | 2.4598 |
Largest Winning Trade | 224734 | 224734 | 77930 | 1106212 | 651656 | 1106212 |
Largest Losing Trade | -37212 | -13395 | -37212 | -356583 | -356583 | -355556 |
Avg Bars in Trades | 84 | 73 | 96 | 84 | 73 | 96 |
Avg Bars in Winners | 197 | 164 | 231 | 197 | 164 | 231 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 6882 | 3018 | 3864 | 6882 | 3018 | 3864 |
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 | -8091 | 351509 | -104936 | -12692 | -30889 | -38660 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 6, "offset": 0, "a": 0.7175 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 6, "offset": 0, "a": 0.7175 } } }
# | 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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