Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877573.294 | 849234.1474 | 28339.1465 | 979885.5057 | 4270153.1623 | -3290267.6566 |
Total P&L (%) | 877.5733 | 849.2341 | 28.3391 | 979.8855 | 4270.1532 | -3290.2677 |
Avg Daily Profit (%) | 0.3943 | 0.3816 | 0.0127 | 0.107 | 0.1699 | 0 |
Buy And Hold Return (%) | 733.9114 | 733.9114 | 733.9114 | 733.9114 | 733.9114 | 733.9114 |
Max Trade Drawdown | -183644 | -98000 | -122711 | -6759864 | -2071730 | -5718868 |
Profit Factor | 2.3129 | 4.6665 | 1.0649 | 1.0591 | 1.9045 | 0.7228 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 46.3918 | 46.9388 | 45.8333 | 46.3918 | 46.9388 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.6727 | 5.2752 | 1.2585 | 1.2238 | 2.1529 | 0.8543 |
Largest Winning Trade | 603840 | 603840 | 64127 | 2878335 | 2878335 | 1979659 |
Largest Losing Trade | -55052 | -24815 | -55052 | -3939622 | -683351 | -3939622 |
Avg Bars in Trades | 66 | 30 | 103 | 66 | 30 | 103 |
Avg Bars in Winners | 109 | 43 | 178 | 109 | 43 | 178 |
Avg Bars in Losers | 29 | 18 | 40 | 29 | 18 | 40 |
Bars Traded | 6468 | 1491 | 4978 | 6468 | 1491 | 4978 |
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 | -91920 | -100845 | -492302 | -267986 | 342508 | -582309 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 21, "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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