Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469838.3924 | 1340017.1838 | 129821.2085 | 17169785.6346 | 12675628.8689 | 4494156.7657 |
Total P&L (%) | 1469.8384 | 1340.0172 | 129.8212 | 17169.7856 | 12675.6289 | 4494.1568 |
Avg Daily Profit (%) | 0.8086 | 0.7372 | 0.0714 | 0.2838 | 0.2672 | 0.2108 |
Buy And Hold Return (%) | 578.582 | 578.582 | 578.582 | 578.582 | 578.582 | 578.582 |
Max Trade Drawdown | -89498 | -47186 | -52857 | -17463798 | -9174736 | -13569126 |
Profit Factor | 3.5219 | 6.3463 | 1.3908 | 1.2922 | 1.5006 | 1.1344 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 36.9748 | 35.5932 | 38.3333 | 36.9748 | 35.5932 | 38.3333 |
Ratio Avg Win / Avg Loss | 6.0033 | 11.4837 | 2.2374 | 2.2026 | 2.7153 | 1.8249 |
Largest Winning Trade | 761499 | 761499 | 75194 | 11098138 | 11098138 | 7507445 |
Largest Losing Trade | -33413 | -23822 | -33413 | -3767424 | -2816248 | -3767424 |
Avg Bars in Trades | 59 | 55 | 63 | 59 | 55 | 63 |
Avg Bars in Winners | 117 | 111 | 122 | 117 | 111 | 122 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 7115 | 3299 | 3816 | 7115 | 3299 | 3816 |
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 | 418151 | -166185 | -435603 | 185462 | -171528 | -237449 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 13, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 13, "offset": 0, "poles": 2 } } }
# | 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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