Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1268307.2365 | 1170568.1921 | 97739.0444 | -266485.859 | 626961.4855 | -893447.3445 |
Total P&L (%) | 1268.3072 | 1170.5682 | 97.739 | -266.4859 | 626.9615 | -893.4473 |
Avg Daily Profit (%) | 0.6816 | 0.6291 | 0.0525 | 0 | 0.1067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205055 | -102584 | -109157 | -1577017 | -660222 | -963287 |
Profit Factor | 3.5479 | 5.4768 | 1.4136 | 0.8652 | 1.7372 | 0.207 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 11 | 16 | 32 | 19 | 13 |
Losing Trades | 32 | 19 | 13 | 27 | 11 | 16 |
Profitability (%) | 45.7627 | 36.6667 | 55.1724 | 54.2373 | 63.3333 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.2049 | 9.4599 | 1.1486 | 0.73 | 1.0057 | 0.2548 |
Largest Winning Trade | 1201759 | 1201759 | 67286 | 1201759 | 1201759 | 58952 |
Largest Losing Trade | -109157 | -48520 | -109157 | -764635 | -660222 | -764635 |
Avg Bars in Trades | 121 | 103 | 139 | 121 | 103 | 139 |
Avg Bars in Winners | 186 | 175 | 194 | 86 | 95 | 73 |
Avg Bars in Losers | 66 | 62 | 72 | 163 | 119 | 193 |
Bars Traded | 7167 | 3118 | 4049 | 7167 | 3118 | 4049 |
Profit Streak | 0 | 0 | 0 | 89.3779 | 293.3779 | 89.3779 |
Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162263 | 526212 | -121376 | -758367 | -44937 | -582286 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "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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