Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721646.1713 | 1576061.0906 | 145585.0806 | 13448536.9313 | 4378225.402 | 9070311.5293 |
Total P&L (%) | 1721.6462 | 1576.0611 | 145.5851 | 13448.5369 | 4378.2254 | 9070.3115 |
Avg Daily Profit (%) | 0.7634 | 0.6988 | 0.0646 | 0.2179 | 0.1687 | 0.2006 |
Buy And Hold Return (%) | 347.6038 | 347.6038 | 347.6038 | 347.6038 | 347.6038 | 347.6038 |
Max Trade Drawdown | -145938 | -34630 | -111308 | -6745921 | -5344138 | -3112384 |
Profit Factor | 6.0057 | 12.708 | 1.6955 | 1.7162 | 1.4721 | 1.9543 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 45.9016 | 41.9355 | 50 | 45.9016 | 41.9355 | 50 |
Ratio Avg Win / Avg Loss | 7.0781 | 17.5957 | 1.6955 | 2.0226 | 2.0383 | 1.9543 |
Largest Winning Trade | 1076957 | 1076957 | 59982 | 5899791 | 5209544 | 5899791 |
Largest Losing Trade | -62526 | -18537 | -62526 | -2548613 | -2548613 | -2262905 |
Avg Bars in Trades | 140 | 124 | 157 | 140 | 124 | 157 |
Avg Bars in Winners | 248 | 229 | 266 | 248 | 229 | 266 |
Avg Bars in Losers | 49 | 49 | 48 | 49 | 49 | 48 |
Bars Traded | 8586 | 3863 | 4723 | 8586 | 3863 | 4723 |
Profit Streak | 0 | 0 | 42.2294 | 0 | 0 | 42.2294 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147587 | 572615 | -268795 | -156150 | 246265 | 441294 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 32, "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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