Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089423.4887 | 934905.9182 | 154517.5705 | 21949424.7126 | 15207682.1411 | 6741742.5715 |
Total P&L (%) | 1089.4235 | 934.9059 | 154.5176 | 21949.4247 | 15207.6821 | 6741.7426 |
Avg Daily Profit (%) | 0.6005 | 0.5153 | 0.0852 | 0.2978 | 0.2777 | 0.2332 |
Buy And Hold Return (%) | 599.2952 | 599.2952 | 599.2952 | 599.2952 | 599.2952 | 599.2952 |
Max Trade Drawdown | -72889 | -51275 | -56198 | -14770830 | -7991731 | -10330635 |
Profit Factor | 2.7518 | 4.3754 | 1.448 | 1.3734 | 1.5966 | 1.2025 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 45.7627 | 42.3729 | 49.1525 | 45.7627 | 42.3729 | 49.1525 |
Ratio Avg Win / Avg Loss | 3.2614 | 5.9505 | 1.4979 | 1.6278 | 2.1714 | 1.244 |
Largest Winning Trade | 295087 | 295087 | 74587 | 7463050 | 7463050 | 6900267 |
Largest Losing Trade | -37656 | -25605 | -37656 | -7891549 | -2713019 | -7891549 |
Avg Bars in Trades | 90 | 84 | 97 | 90 | 84 | 97 |
Avg Bars in Winners | 134 | 120 | 147 | 134 | 120 | 147 |
Avg Bars in Losers | 54 | 57 | 50 | 54 | 57 | 50 |
Bars Traded | 10736 | 4965 | 5771 | 10736 | 4965 | 5771 |
Profit Streak | 0 | 19.6795 | 0 | 0 | 19.6795 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261853 | -170842 | -421052 | 330592 | -167380 | -169200 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 29, "offset": 0, "a": 0.27147 } } }
# | 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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