Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2990127.5709 | 2860554.3579 | 129573.2131 | 142835141.1903 | 94206935.2617 | 48628205.9286 |
Total P&L (%) | 2990.1276 | 2860.5544 | 129.5732 | 142835.1412 | 94206.9353 | 48628.2059 |
Avg Daily Profit (%) | 1.3225 | 1.2652 | 0.0573 | 0.3218 | 0.3034 | 0.2741 |
Buy And Hold Return (%) | 9643.4359 | 9643.4359 | 9643.4359 | 9643.4359 | 9643.4359 | 9643.4359 |
Max Trade Drawdown | -53903 | -76500 | -49570 | -38207090 | -38207090 | -32100796 |
Profit Factor | 6.936 | 10.7644 | 1.6148 | 2.1372 | 2.2718 | 1.9437 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 53.3981 | 52.9412 | 53.8462 | 53.3981 | 52.9412 | 53.8462 |
Ratio Avg Win / Avg Loss | 6.0533 | 9.5684 | 1.3841 | 1.8652 | 2.0194 | 1.666 |
Largest Winning Trade | 1883305 | 1883305 | 29220 | 48144884 | 48144884 | 22307588 |
Largest Losing Trade | -36356 | -36356 | -34351 | -38207090 | -38207090 | -32100796 |
Avg Bars in Trades | 42 | 61 | 24 | 42 | 61 | 24 |
Avg Bars in Winners | 48 | 67 | 30 | 48 | 67 | 30 |
Avg Bars in Losers | 36 | 55 | 16 | 36 | 55 | 16 |
Bars Traded | 4412 | 3149 | 1263 | 4412 | 3149 | 1263 |
Profit Streak | 0 | 82.8765 | 0 | 0 | 82.8765 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142915 | -321988 | -459506 | 498909 | -165062 | -168221 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "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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