Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447736.791 | 257233.0132 | 190503.7779 | 1016726.4567 | 736482.6393 | 280243.8174 |
Total P&L (%) | 447.7368 | 257.233 | 190.5038 | 1016.7265 | 736.4826 | 280.2438 |
Avg Daily Profit (%) | 0.2659 | 0.1528 | 0.1131 | 0.1434 | 0.1262 | 0.0793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69619 | -106147 | -42262 | -783718 | -217927 | -642254 |
Profit Factor | 1.7634 | 1.7975 | 1.7218 | 1.4207 | 1.6574 | 1.2162 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 39.0977 | 35.8209 | 42.4242 | 39.0977 | 35.8209 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.7469 | 3.2205 | 2.3367 | 2.2131 | 2.9695 | 1.6506 |
Largest Winning Trade | 100442 | 100442 | 51665 | 338548 | 338548 | 265860 |
Largest Losing Trade | -41206 | -20764 | -41206 | -263785 | -132702 | -263785 |
Avg Bars in Trades | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Winners | 43 | 40 | 45 | 43 | 40 | 45 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3327 | 1547 | 1780 | 3327 | 1547 | 1780 |
Profit Streak | 42.8127 | 42.8127 | 51.3127 | 42.8127 | 42.8127 | 51.3127 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320594 | -111015 | -165270 | -1889 | -142613 | -212892 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 9, "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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