Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2790394.5446 | 2692457.1068 | 97937.4378 | 58678914.782 | 58861077.4805 | -182162.6985 |
Total P&L (%) | 2790.3945 | 2692.4571 | 97.9374 | 58678.9148 | 58861.0775 | -182.1627 |
Avg Daily Profit (%) | 1.2336 | 1.1903 | 0.0433 | 0.2823 | 0.2824 | 0 |
Buy And Hold Return (%) | 10334.8655 | 10334.8655 | 10334.8655 | 10334.8655 | 10334.8655 | 10334.8655 |
Max Trade Drawdown | -70716 | -48711 | -51118 | -45450335 | -33609032 | -35162554 |
Profit Factor | 8.2504 | 12.8318 | 1.6226 | 1.334 | 1.5697 | 0.9975 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 54.5455 | 45.4545 | 63.6364 | 54.5455 | 45.4545 | 63.6364 |
Ratio Avg Win / Avg Loss | 6.8754 | 15.3981 | 0.9272 | 1.1117 | 1.8836 | 0.57 |
Largest Winning Trade | 1854524 | 1854524 | 35411 | 64016700 | 64016700 | 16464755 |
Largest Losing Trade | -29542 | -29542 | -27039 | -24510822 | -24510822 | -21146363 |
Avg Bars in Trades | 74 | 81 | 66 | 74 | 81 | 66 |
Avg Bars in Winners | 94 | 122 | 75 | 94 | 122 | 75 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 6523 | 3601 | 2922 | 6523 | 3601 | 2922 |
Profit Streak | 63.6745 | 99.3412 | 63.6745 | 63.6745 | 99.3412 | 63.6745 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141909 | -144495 | -298175 | 358147 | 358731 | -578392 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 82, "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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