Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -817180.0761 | 87891.8554 | -905071.9314 | -1473174.4161 | -5423518.8776 | 3950344.4616 |
Total P&L (%) | -817.1801 | 87.8919 | -905.0719 | -1473.1744 | -5423.5189 | 3950.3445 |
Avg Daily Profit (%) | -0.4479 | 0.0482 | -0.496 | 0 | 0 | 0.2031 |
Buy And Hold Return (%) | 662.5943 | 662.5943 | 662.5943 | 662.5943 | 662.5943 | 662.5943 |
Max Trade Drawdown | -898679 | -128559 | -947475 | -13854511 | -10116747 | -4536938 |
Profit Factor | 0.4435 | 1.3425 | 0.2531 | 0.934 | 0.5681 | 1.4043 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 22 | 18 | 33 | 16 | 17 |
Losing Trades | 24 | 10 | 14 | 31 | 16 | 15 |
Profitability (%) | 62.5 | 68.75 | 56.25 | 51.5625 | 50 | 53.125 |
Ratio Avg Win / Avg Loss | 0.2661 | 0.6102 | 0.1969 | 0.8774 | 0.5681 | 1.2391 |
Largest Winning Trade | 48570 | 48570 | 35054 | 7314139 | 1552799 | 7314139 |
Largest Losing Trade | -450740 | -76893 | -450740 | -8767257 | -8767257 | -2409440 |
Avg Bars in Trades | 84 | 85 | 82 | 84 | 85 | 82 |
Avg Bars in Winners | 44 | 47 | 42 | 84 | 86 | 81 |
Avg Bars in Losers | 149 | 171 | 133 | 84 | 85 | 82 |
Bars Traded | 5384 | 2750 | 2634 | 5384 | 2750 | 2634 |
Profit Streak | 17.8808 | 70.2141 | 0 | 0 | 0 | 168.8808 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722091 | -292315 | -580000 | -724075 | -580810 | 353518 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 227, "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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