Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1345929.7287 | 1304785.8081 | 41143.9206 | 2168241.703 | 2051789.6908 | 116452.0122 |
Total P&L (%) | 1345.9297 | 1304.7858 | 41.1439 | 2168.2417 | 2051.7897 | 116.452 |
Avg Daily Profit (%) | 0.7411 | 0.7184 | 0.0227 | 0.172 | 0.1691 | 0.0425 |
Buy And Hold Return (%) | 570.2475 | 570.2475 | 570.2475 | 570.2475 | 570.2475 | 570.2475 |
Max Trade Drawdown | -96344 | -77632 | -60554 | -2221073 | -1861136 | -1038040 |
Profit Factor | 3.2116 | 4.5554 | 1.1703 | 1.2329 | 1.3759 | 1.0302 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 33.913 | 31.5789 | 36.2069 | 33.913 | 31.5789 | 36.2069 |
Ratio Avg Win / Avg Loss | 6.2585 | 9.87 | 2.062 | 2.4026 | 2.9812 | 1.8152 |
Largest Winning Trade | 752372 | 752372 | 72070 | 2631180 | 2631180 | 977674 |
Largest Losing Trade | -32528 | -32528 | -26284 | -609250 | -609250 | -484717 |
Avg Bars in Trades | 90 | 106 | 75 | 90 | 106 | 75 |
Avg Bars in Winners | 169 | 194 | 148 | 169 | 194 | 148 |
Avg Bars in Losers | 50 | 65 | 34 | 50 | 65 | 34 |
Bars Traded | 10447 | 6067 | 4380 | 10447 | 6067 | 4380 |
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 | 301067 | -172527 | -546153 | 8456 | -180643 | -673743 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "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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