Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897193.8383 | 818303.9444 | 78889.8939 | 2577363.0161 | 2103131.4497 | 474231.5665 |
Total P&L (%) | 897.1938 | 818.3039 | 78.8899 | 2577.363 | 2103.1315 | 474.2316 |
Avg Daily Profit (%) | 0.4833 | 0.4408 | 0.0425 | 0.1772 | 0.1667 | 0.0942 |
Buy And Hold Return (%) | 178.0122 | 178.0122 | 178.0122 | 178.0122 | 178.0122 | 178.0122 |
Max Trade Drawdown | -116227 | -66776 | -64401 | -3240614 | -2118767 | -2217639 |
Profit Factor | 2.4287 | 3.9565 | 1.2246 | 1.2163 | 1.368 | 1.0765 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 36.3636 | 38 | 34.6939 | 36.3636 | 38 | 34.6939 |
Ratio Avg Win / Avg Loss | 4.2503 | 6.4554 | 2.3052 | 2.1285 | 2.232 | 2.0263 |
Largest Winning Trade | 427694 | 427694 | 75055 | 2079160 | 2079160 | 1462893 |
Largest Losing Trade | -42303 | -23358 | -42303 | -1202105 | -677841 | -1202105 |
Avg Bars in Trades | 109 | 104 | 114 | 109 | 104 | 114 |
Avg Bars in Winners | 216 | 192 | 243 | 216 | 192 | 243 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 10849 | 5232 | 5617 | 10849 | 5232 | 5617 |
Profit Streak | 0 | 0 | 148.9023 | 0 | 0 | 148.9023 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314658 | -169288 | -305695 | 125535 | -175358 | -210430 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } } }
# | 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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