Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563353.6629 | 1435095.738 | 128257.9249 | 16464253.017 | 11838235.3455 | 4626017.6715 |
Total P&L (%) | 1563.3537 | 1435.0957 | 128.2579 | 16464.253 | 11838.2353 | 4626.0177 |
Avg Daily Profit (%) | 0.8599 | 0.7894 | 0.0705 | 0.2815 | 0.2634 | 0.2123 |
Buy And Hold Return (%) | 641.9434 | 641.9434 | 641.9434 | 641.9434 | 641.9434 | 641.9434 |
Max Trade Drawdown | -101438 | -59858 | -63272 | -20125023 | -12639919 | -14392308 |
Profit Factor | 3.2123 | 5.1344 | 1.3567 | 1.2413 | 1.3495 | 1.1346 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 30.3371 | 29.2135 | 31.4607 | 30.3371 | 29.2135 | 31.4607 |
Ratio Avg Win / Avg Loss | 7.3764 | 12.441 | 2.9557 | 2.8503 | 3.2699 | 2.4718 |
Largest Winning Trade | 927328 | 927328 | 77406 | 12187267 | 12187267 | 7200416 |
Largest Losing Trade | -23822 | -23822 | -16836 | -3126856 | -2502856 | -3126856 |
Avg Bars in Trades | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Winners | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3573 | 1661 | 1912 | 3573 | 1661 | 1912 |
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 | 321642 | 157225 | -270225 | 112797 | -1205 | -70476 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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