Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1979546.6504 | 1887560.1162 | 91986.5341 | 3469732.9761 | 1579272.2751 | 1890460.701 |
Total P&L (%) | 1979.5467 | 1887.5601 | 91.9865 | 3469.733 | 1579.2723 | 1890.4607 |
Avg Daily Profit (%) | 0.8941 | 0.8526 | 0.0415 | 0.1616 | 0.1275 | 0.1352 |
Buy And Hold Return (%) | 274.3269 | 274.3269 | 274.3269 | 274.3269 | 274.3269 | 274.3269 |
Max Trade Drawdown | -84574 | -82897 | -87272 | -5391181 | -4139564 | -3368565 |
Profit Factor | 4.1297 | 6.7967 | 1.2998 | 1.1867 | 1.1438 | 1.2488 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 51.5873 | 52.381 | 50.7937 | 51.5873 | 52.381 | 50.7937 |
Ratio Avg Win / Avg Loss | 3.8756 | 6.1788 | 1.2591 | 1.1137 | 1.0398 | 1.2098 |
Largest Winning Trade | 1695365 | 1695365 | 56837 | 1979916 | 1979916 | 1499011 |
Largest Losing Trade | -42966 | -42966 | -42562 | -3529961 | -3529961 | -2093021 |
Avg Bars in Trades | 51 | 47 | 55 | 51 | 47 | 55 |
Avg Bars in Winners | 62 | 55 | 69 | 62 | 55 | 69 |
Avg Bars in Losers | 39 | 37 | 40 | 39 | 37 | 40 |
Bars Traded | 6465 | 2976 | 3489 | 6465 | 2976 | 3489 |
Profit Streak | 0 | 31.9689 | 0 | 0 | 31.9689 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 753993 | -123713 | -449681 | -6903 | -230990 | -159023 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 94, "offset": 55 } }, "second_band": { "type": "fwma", "factors": { "length": 61, "offset": 37 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 94, "offset": 55 } }, "second_band": { "type": "fwma", "factors": { "length": 61, "offset": 37 } } }
# | 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) |
---|