Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017397.1887 | 897562.6538 | 119834.5349 | 3758948.1278 | 2821948.6071 | 936999.5207 |
Total P&L (%) | 1017.3972 | 897.5627 | 119.8345 | 3758.9481 | 2821.9486 | 936.9995 |
Avg Daily Profit (%) | 0.5545 | 0.4892 | 0.0653 | 0.1993 | 0.1841 | 0.1276 |
Buy And Hold Return (%) | 153.7179 | 153.7179 | 153.7179 | 153.7179 | 153.7179 | 153.7179 |
Max Trade Drawdown | -123242 | -72945 | -61588 | -828883 | -638387 | -850165 |
Profit Factor | 3.8021 | 5.9383 | 1.6609 | 2.1718 | 2.7528 | 1.5864 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 52.5424 | 50 | 55.1724 | 52.5424 | 50 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.4342 | 5.9383 | 1.3495 | 1.9616 | 2.7528 | 1.289 |
Largest Winning Trade | 708371 | 708371 | 52306 | 1246934 | 1246934 | 933368 |
Largest Losing Trade | -42034 | -42034 | -37168 | -813902 | -638387 | -813902 |
Avg Bars in Trades | 88 | 84 | 93 | 88 | 84 | 93 |
Avg Bars in Winners | 127 | 115 | 137 | 127 | 115 | 137 |
Avg Bars in Losers | 46 | 53 | 39 | 46 | 53 | 39 |
Bars Traded | 5246 | 2530 | 2716 | 5246 | 2530 | 2716 |
Profit Streak | 0 | 0 | 75.0622 | 0 | 0 | 75.0622 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161440 | 654166 | -268286 | -167006 | 471866 | -19897 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 90, "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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