Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2225620.357 | 2100741.0588 | 124879.2982 | 3871054.5735 | 815031.5106 | 3056023.063 |
Total P&L (%) | 2225.6204 | 2100.7411 | 124.8793 | 3871.0546 | 815.0315 | 3056.0231 |
Avg Daily Profit (%) | 1.203 | 1.1355 | 0.0675 | 0.1992 | 0.1197 | 0.1868 |
Buy And Hold Return (%) | 65.7801 | 65.7801 | 65.7801 | 65.7801 | 65.7801 | 65.7801 |
Max Trade Drawdown | -105054 | -116842 | -37681 | -5584185 | -5730172 | -1860178 |
Profit Factor | 7.0745 | 11.0078 | 1.7981 | 1.2325 | 1.0833 | 1.4451 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 40.625 | 48.3871 | 44.4444 | 40.625 | 48.3871 |
Ratio Avg Win / Avg Loss | 8.8431 | 16.0884 | 1.9179 | 1.5406 | 1.5833 | 1.5414 |
Largest Winning Trade | 2011469 | 2011469 | 66833 | 3640942 | 3640942 | 2580978 |
Largest Losing Trade | -26396 | -26396 | -24281 | -2055222 | -2055222 | -1112952 |
Avg Bars in Trades | 84 | 83 | 85 | 84 | 83 | 85 |
Avg Bars in Winners | 113 | 106 | 118 | 113 | 106 | 118 |
Avg Bars in Losers | 61 | 68 | 53 | 61 | 68 | 53 |
Bars Traded | 5321 | 2682 | 2639 | 5321 | 2682 | 2639 |
Profit Streak | 14.7711 | 24.1045 | 0 | 14.7711 | 24.1045 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130805 | 678668 | -107626 | -144036 | -163682 | 336202 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "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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