Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150346.2056 | 100915.2207 | 49430.9849 | 224627.3117 | 186886.2637 | 37741.048 |
Total P&L (%) | 150.3462 | 100.9152 | 49.431 | 224.6273 | 186.8863 | 37.741 |
Avg Daily Profit (%) | 0.5773 | 0.3875 | 0.1898 | 0.4532 | 0.4055 | 0.123 |
Buy And Hold Return (%) | 20.1964 | 20.1964 | 20.1964 | 20.1964 | 20.1964 | 20.1964 |
Max Trade Drawdown | -30549 | -20215 | -26944 | -81147 | -61529 | -61754 |
Profit Factor | 1.5975 | 1.8274 | 1.3812 | 1.3635 | 1.6257 | 1.1182 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 42.1429 | 34.2857 | 50 | 42.1429 | 34.2857 | 50 |
Ratio Avg Win / Avg Loss | 2.1932 | 3.5025 | 1.3812 | 1.872 | 3.1159 | 1.1182 |
Largest Winning Trade | 38718 | 38718 | 26300 | 51497 | 51497 | 39538 |
Largest Losing Trade | -14491 | -6493 | -14491 | -28163 | -16746 | -28163 |
Avg Bars in Trades | 175 | 168 | 183 | 175 | 168 | 183 |
Avg Bars in Winners | 297 | 321 | 280 | 297 | 321 | 280 |
Avg Bars in Losers | 87 | 88 | 85 | 87 | 88 | 85 |
Bars Traded | 24610 | 11782 | 12828 | 24610 | 11782 | 12828 |
Profit Streak | 4.3526 | 0 | 6.1547 | 4.3526 | 0 | 6.1547 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355946 | -90610 | -90949 | 266278 | -89509 | -222159 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 27, "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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