Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808340.2483 | 652251.859 | 156088.3893 | 2498669.6058 | 224858.9906 | 2273810.6153 |
Total P&L (%) | 808.3402 | 652.2519 | 156.0884 | 2498.6696 | 224.859 | 2273.8106 |
Avg Daily Profit (%) | 0.3343 | 0.2698 | 0.0646 | 0.1348 | 0.0487 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78345 | -69109 | -104750 | -2358985 | -1794874 | -990823 |
Profit Factor | 2.6033 | 3.6878 | 1.5969 | 1.2989 | 1.0475 | 1.6267 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 38.2353 | 32.3529 | 44.1176 | 38.2353 | 32.3529 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.2054 | 7.7109 | 2.0228 | 2.0983 | 2.1903 | 2.0605 |
Largest Winning Trade | 315441 | 315441 | 72955 | 1285263 | 1064361 | 1285263 |
Largest Losing Trade | -35949 | -27758 | -35949 | -695899 | -664220 | -695899 |
Avg Bars in Trades | 103 | 86 | 120 | 103 | 86 | 120 |
Avg Bars in Winners | 187 | 169 | 201 | 187 | 169 | 201 |
Avg Bars in Losers | 51 | 46 | 56 | 51 | 46 | 56 |
Bars Traded | 7032 | 2943 | 4089 | 7032 | 2943 | 4089 |
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 | -104202 | 309128 | -106020 | -129779 | -301824 | -16837 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
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# | 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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