Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65865.8105 | 21189.826 | 44675.9845 | 60285.236 | 20930.6096 | 39354.6264 |
Total P&L (%) | 65.8658 | 21.1898 | 44.676 | 60.2852 | 20.9306 | 39.3546 |
Avg Daily Profit (%) | 0.2529 | 0.0814 | 0.1716 | 0.1813 | 0.073 | 0.1275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83783 | -38518 | -54120 | -119959 | -52361 | -75290 |
Profit Factor | 1.329 | 1.2159 | 1.4377 | 1.24 | 1.1751 | 1.299 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 57.0313 | 54.6875 | 59.375 | 57.0313 | 54.6875 | 59.375 |
Ratio Avg Win / Avg Loss | 1.0013 | 1.0075 | 0.9837 | 0.9343 | 0.9737 | 0.8888 |
Largest Winning Trade | 18566 | 16347 | 18566 | 25043 | 18952 | 25043 |
Largest Losing Trade | -17957 | -16042 | -17957 | -27647 | -18937 | -27647 |
Avg Bars in Trades | 187 | 189 | 184 | 187 | 189 | 184 |
Avg Bars in Winners | 155 | 156 | 154 | 155 | 156 | 154 |
Avg Bars in Losers | 229 | 229 | 229 | 229 | 229 | 229 |
Bars Traded | 23955 | 12138 | 11817 | 23955 | 12138 | 11817 |
Profit Streak | 6.3442 | 6.7609 | 0 | 6.3442 | 6.7609 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309826 | -230122 | -134530 | 194838 | -270593 | -166020 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 74, "offset": 234 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 74, "offset": 234 } } }
# | 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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