Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117993.4326 | 1119871.1086 | -1877.6761 | 345318.5158 | 231736.3685 | 113582.1474 |
Total P&L (%) | 1117.9934 | 1119.8711 | -1.8777 | 345.3185 | 231.7364 | 113.5821 |
Avg Daily Profit (%) | 0.5988 | 0.5998 | -0.001 | 0.08 | 0.0642 | 0.0407 |
Buy And Hold Return (%) | 283.8187 | 283.8187 | 283.8187 | 283.8187 | 283.8187 | 283.8187 |
Max Trade Drawdown | -141497 | -94194 | -181128 | -594564 | -315816 | -311278 |
Profit Factor | 2.3333 | 3.6868 | 0.9955 | 1.1758 | 1.2322 | 1.1176 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 42 | 14 | 28 | 42 | 14 | 28 |
Losing Trades | 67 | 41 | 26 | 67 | 41 | 26 |
Profitability (%) | 38.5321 | 25.4545 | 51.8519 | 38.5321 | 25.4545 | 51.8519 |
Ratio Avg Win / Avg Loss | 3.7222 | 10.797 | 0.9244 | 1.8757 | 3.6087 | 1.0377 |
Largest Winning Trade | 602259 | 602259 | 53448 | 278525 | 278525 | 167149 |
Largest Losing Trade | -56020 | -26284 | -56020 | -172895 | -154418 | -172895 |
Avg Bars in Trades | 101 | 90 | 113 | 101 | 90 | 113 |
Avg Bars in Winners | 167 | 173 | 165 | 167 | 173 | 165 |
Avg Bars in Losers | 60 | 62 | 57 | 60 | 62 | 57 |
Bars Traded | 11083 | 4972 | 6111 | 11083 | 4972 | 6111 |
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 | 339952 | -192128 | -760593 | -214650 | -480287 | -575406 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } } }
# | 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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