Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1606834.1264 | 1458802.242 | 148031.8845 | 25458941.9395 | 16217611.5479 | 9241330.3916 |
Total P&L (%) | 1606.8341 | 1458.8022 | 148.0319 | 25458.9419 | 16217.6115 | 9241.3304 |
Avg Daily Profit (%) | 0.8797 | 0.7987 | 0.081 | 0.304 | 0.2793 | 0.2487 |
Buy And Hold Return (%) | 674.4629 | 674.4629 | 674.4629 | 674.4629 | 674.4629 | 674.4629 |
Max Trade Drawdown | -101438 | -57316 | -56265 | -23407597 | -13476347 | -17551825 |
Profit Factor | 3.3745 | 5.386 | 1.4302 | 1.3144 | 1.4042 | 1.2262 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 31.6092 | 31.0345 | 32.1839 | 31.6092 | 31.0345 | 32.1839 |
Ratio Avg Win / Avg Loss | 7.3012 | 11.9689 | 3.0136 | 2.8439 | 3.1204 | 2.5838 |
Largest Winning Trade | 927328 | 927328 | 77406 | 14903314 | 14903314 | 9609878 |
Largest Losing Trade | -23822 | -23822 | -16836 | -4824795 | -3861953 | -4824795 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 45 | 42 | 49 | 45 | 42 | 49 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3574 | 1666 | 1907 | 3574 | 1666 | 1907 |
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 | 337880 | 288386 | -255502 | 152872 | 112619 | 80128 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 39, "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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