Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502680.0877 | 1392571.4151 | 110108.6726 | 12243993.4558 | 8724460.614 | 3519532.8419 |
Total P&L (%) | 1502.6801 | 1392.5714 | 110.1087 | 12243.9935 | 8724.4606 | 3519.5328 |
Avg Daily Profit (%) | 0.8271 | 0.7665 | 0.0606 | 0.2654 | 0.2469 | 0.1977 |
Buy And Hold Return (%) | 589.5636 | 589.5636 | 589.5636 | 589.5636 | 589.5636 | 589.5636 |
Max Trade Drawdown | -73736 | -40694 | -56029 | -10596074 | -4722195 | -6094536 |
Profit Factor | 3.2597 | 5.5765 | 1.3053 | 1.3182 | 1.4574 | 1.1814 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 30.9091 | 28.0488 | 33.7349 | 30.9091 | 28.0488 | 33.7349 |
Ratio Avg Win / Avg Loss | 7.2863 | 14.305 | 2.5639 | 2.9465 | 3.7384 | 2.3205 |
Largest Winning Trade | 835607 | 835607 | 75847 | 6317784 | 6317784 | 3664043 |
Largest Losing Trade | -33413 | -21456 | -33413 | -2099384 | -1717614 | -2099384 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 97 | 95 | 98 | 97 | 95 | 98 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 7132 | 3305 | 3827 | 7132 | 3305 | 3827 |
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 | 336552 | -4213 | -283204 | 120350 | -10240 | -19255 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 3, "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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