Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2938592.21 | 2801257.6855 | 137334.5245 | 164826830.4641 | 144310767.1698 | 20516063.2944 |
Total P&L (%) | 2938.5922 | 2801.2577 | 137.3345 | 164826.8305 | 144310.7672 | 20516.0633 |
Avg Daily Profit (%) | 1.2962 | 1.2357 | 0.0606 | 0.3273 | 0.3214 | 0.2353 |
Buy And Hold Return (%) | 10666.0305 | 10666.0305 | 10666.0305 | 10666.0305 | 10666.0305 | 10666.0305 |
Max Trade Drawdown | -44714 | -57961 | -31838 | -72588128 | -45251920 | -46927212 |
Profit Factor | 9.1812 | 15.1284 | 1.8534 | 1.7989 | 2.3469 | 1.2069 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 38.8889 | 36.5079 | 41.2698 | 38.8889 | 36.5079 | 41.2698 |
Ratio Avg Win / Avg Loss | 14.4276 | 26.3103 | 2.6376 | 2.8268 | 4.0815 | 1.7175 |
Largest Winning Trade | 1948108 | 1948108 | 48569 | 139768009 | 139768009 | 56854441 |
Largest Losing Trade | -16283 | -14951 | -16283 | -22865696 | -17875551 | -22865696 |
Avg Bars in Trades | 51 | 48 | 55 | 51 | 48 | 55 |
Avg Bars in Winners | 111 | 111 | 112 | 111 | 111 | 112 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 6545 | 3074 | 3471 | 6545 | 3074 | 3471 |
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 | -147639 | -295910 | -424646 | 307840 | -138659 | -148786 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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