Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478040.0737 | 1425253.1005 | 52786.9732 | 1992356.7457 | 3855032.5418 | -1862675.796 |
Total P&L (%) | 1478.0401 | 1425.2531 | 52.787 | 1992.3567 | 3855.0325 | -1862.6758 |
Avg Daily Profit (%) | 0.5912 | 0.5701 | 0.0211 | 0.1217 | 0.1472 | 0 |
Buy And Hold Return (%) | 496.0093 | 496.0093 | 496.0093 | 496.0093 | 496.0093 | 496.0093 |
Max Trade Drawdown | -103317 | -71174 | -88893 | -10682043 | -3404559 | -9688782 |
Profit Factor | 3.8835 | 7.8355 | 1.1736 | 1.0739 | 1.3839 | 0.89 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 32.1839 | 29.5455 | 34.8837 | 32.1839 | 29.5455 | 34.8837 |
Ratio Avg Win / Avg Loss | 8.1832 | 18.6846 | 2.1907 | 2.2628 | 3.3001 | 1.6613 |
Largest Winning Trade | 1108685 | 1108685 | 55786 | 4757031 | 4757031 | 3509366 |
Largest Losing Trade | -61003 | -16064 | -61003 | -7792872 | -1190921 | -7792872 |
Avg Bars in Trades | 55 | 42 | 67 | 55 | 42 | 67 |
Avg Bars in Winners | 127 | 103 | 147 | 127 | 103 | 147 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 4809 | 1886 | 2923 | 4809 | 1886 | 2923 |
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 | 307173 | 244187 | -364712 | -177172 | -4123 | -583827 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 4, "offset": 0 } } }
# | 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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