Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1513009.076 | 1503920.9425 | 9088.1335 | 491029.7396 | 682788.9105 | -191759.1708 |
Total P&L (%) | 1513.0091 | 1503.9209 | 9.0881 | 491.0297 | 682.7889 | -191.7592 |
Avg Daily Profit (%) | 0.671 | 0.667 | 0.004 | 0.0788 | 0.0913 | 0 |
Buy And Hold Return (%) | 374.9153 | 374.9153 | 374.9153 | 374.9153 | 374.9153 | 374.9153 |
Max Trade Drawdown | -129794 | -103651 | -44058 | -3076188 | -2186255 | -1187688 |
Profit Factor | 3.5239 | 4.9019 | 1.0425 | 1.0526 | 1.1119 | 0.9407 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 42.5532 | 31.9149 | 53.1915 | 42.5532 | 31.9149 | 53.1915 |
Ratio Avg Win / Avg Loss | 4.7572 | 10.4575 | 0.9174 | 1.421 | 2.372 | 0.8278 |
Largest Winning Trade | 1216518 | 1216518 | 36872 | 2462292 | 2462292 | 844940 |
Largest Losing Trade | -35608 | -35608 | -34128 | -1074173 | -1074173 | -606612 |
Avg Bars in Trades | 135 | 213 | 56 | 135 | 213 | 56 |
Avg Bars in Winners | 198 | 412 | 70 | 198 | 412 | 70 |
Avg Bars in Losers | 88 | 120 | 41 | 88 | 120 | 41 |
Bars Traded | 12718 | 10048 | 2670 | 12718 | 10048 | 2670 |
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 | 501839 | 381167 | -528204 | -322450 | -182046 | -580283 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 70, "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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