Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409949.5951 | 1358588.4326 | 51361.1626 | 1700550.7513 | 1512914.2608 | 187636.4905 |
Total P&L (%) | 1409.9496 | 1358.5884 | 51.3612 | 1700.5508 | 1512.9143 | 187.6365 |
Avg Daily Profit (%) | 0.7767 | 0.7484 | 0.0283 | 0.1594 | 0.1533 | 0.0582 |
Buy And Hold Return (%) | 640.0312 | 640.0312 | 640.0312 | 640.0312 | 640.0312 | 640.0312 |
Max Trade Drawdown | -112650 | -128428 | -53487 | -4303352 | -2901295 | -1855959 |
Profit Factor | 2.7152 | 3.5447 | 1.1782 | 1.1129 | 1.1591 | 1.0338 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 38.2979 | 31.9149 | 44.6809 | 38.2979 | 31.9149 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.3744 | 7.562 | 1.4588 | 1.7931 | 2.4728 | 1.28 |
Largest Winning Trade | 900686 | 900686 | 47985 | 2843051 | 2843051 | 798161 |
Largest Losing Trade | -30690 | -30690 | -14946 | -774303 | -774303 | -425872 |
Avg Bars in Trades | 56 | 72 | 40 | 56 | 72 | 40 |
Avg Bars in Winners | 96 | 143 | 63 | 96 | 143 | 63 |
Avg Bars in Losers | 31 | 39 | 22 | 31 | 39 | 22 |
Bars Traded | 10669 | 6830 | 3839 | 10669 | 6830 | 3839 |
Profit Streak | 0 | 88.6182 | 0 | 0 | 88.6182 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325610 | 252201 | -347697 | -94475 | -47579 | -466668 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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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