Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911178.3812 | 845299.2567 | 65879.1245 | 1060635.7678 | 969484.4794 | 91151.2884 |
Total P&L (%) | 911.1784 | 845.2993 | 65.8791 | 1060.6358 | 969.4845 | 91.1513 |
Avg Daily Profit (%) | 0.4949 | 0.4592 | 0.0358 | 0.1333 | 0.1288 | 0.0352 |
Buy And Hold Return (%) | 164.1503 | 164.1503 | 164.1503 | 164.1503 | 164.1503 | 164.1503 |
Max Trade Drawdown | -85329 | -54006 | -43632 | -769529 | -290479 | -623949 |
Profit Factor | 3.3355 | 5.7732 | 1.3092 | 1.4204 | 1.9708 | 1.0598 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 45.614 | 41.3793 | 50 | 45.614 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 3.9769 | 8.1787 | 1.3092 | 1.6936 | 2.792 | 1.0598 |
Largest Winning Trade | 748770 | 748770 | 56917 | 601631 | 502923 | 601631 |
Largest Losing Trade | -39256 | -26887 | -39256 | -588868 | -158587 | -588868 |
Avg Bars in Trades | 92 | 87 | 96 | 92 | 87 | 96 |
Avg Bars in Winners | 148 | 142 | 152 | 148 | 142 | 152 |
Avg Bars in Losers | 45 | 49 | 40 | 45 | 49 | 40 |
Bars Traded | 5246 | 2546 | 2700 | 5246 | 2546 | 2700 |
Profit Streak | 89.8032 | 150.1365 | 0 | 89.8032 | 150.1365 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164676 | 537713 | -331787 | -193794 | -20080 | -487450 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.44318 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.44318 } } }
# | 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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