Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2428087.5804 | 2437385.416 | -9297.8356 | 3171880.322 | 1452899.8248 | 1718980.4972 |
Total P&L (%) | 2428.0876 | 2437.3854 | -9.2978 | 3171.8803 | 1452.8998 | 1718.9805 |
Avg Daily Profit (%) | 1.2366 | 1.2413 | -0.0047 | 0.1778 | 0.1398 | 0.1478 |
Buy And Hold Return (%) | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 |
Max Trade Drawdown | -177228 | -64438 | -156787 | -1186930 | -1711503 | -759380 |
Profit Factor | 5.4782 | 10.2412 | 0.9666 | 1.4914 | 1.3831 | 1.6456 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 42.6966 | 40.9091 | 44.4444 | 42.6966 | 40.9091 | 44.4444 |
Ratio Avg Win / Avg Loss | 7.3523 | 14.7928 | 1.2083 | 2.0016 | 1.9978 | 2.057 |
Largest Winning Trade | 2142322 | 2142322 | 62921 | 1330893 | 1330893 | 933243 |
Largest Losing Trade | -53711 | -53711 | -36078 | -569590 | -481403 | -569590 |
Avg Bars in Trades | 84 | 120 | 48 | 84 | 120 | 48 |
Avg Bars in Winners | 116 | 172 | 66 | 116 | 172 | 66 |
Avg Bars in Losers | 59 | 84 | 34 | 59 | 84 | 34 |
Bars Traded | 7501 | 5300 | 2201 | 7501 | 5300 | 2201 |
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 | 330015 | 313885 | -581205 | 30408 | -173565 | -130789 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 191, "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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