Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607176.057 | 419719.0097 | 187457.0474 | 5503286.809 | 2747847.8026 | 2755439.0064 |
Total P&L (%) | 607.1761 | 419.719 | 187.457 | 5503.2868 | 2747.8478 | 2755.439 |
Avg Daily Profit (%) | 0.3556 | 0.2458 | 0.1098 | 0.2361 | 0.1964 | 0.1965 |
Buy And Hold Return (%) | 100.7333 | 100.7333 | 100.7333 | 100.7333 | 100.7333 | 100.7333 |
Max Trade Drawdown | -45533 | -48658 | -31591 | -1926717 | -2268356 | -1984645 |
Profit Factor | 2.7076 | 3.2563 | 2.1056 | 1.5331 | 1.5027 | 1.5673 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 52.2388 | 49.2537 | 55.2239 | 52.2388 | 49.2537 | 55.2239 |
Ratio Avg Win / Avg Loss | 2.4755 | 3.3549 | 1.7073 | 1.4017 | 1.5482 | 1.2708 |
Largest Winning Trade | 137885 | 137885 | 46030 | 1629198 | 1412309 | 1629198 |
Largest Losing Trade | -24615 | -22685 | -24615 | -1341126 | -1341126 | -1275490 |
Avg Bars in Trades | 36 | 39 | 32 | 36 | 39 | 32 |
Avg Bars in Winners | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 4860 | 2650 | 2210 | 4860 | 2650 | 2210 |
Profit Streak | 0 | 91.4336 | 0 | 0 | 91.4336 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523101 | -103446 | -166228 | 377985 | -105169 | -106278 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 39, "offset": 79 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 194 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 39, "offset": 79 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 194 } } }
# | 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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