Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992256.4012 | 867248.873 | 125007.5282 | 5590687.1342 | 3095590.8808 | 2495096.2534 |
Total P&L (%) | 992.2564 | 867.2489 | 125.0075 | 5590.6871 | 3095.5909 | 2495.0963 |
Avg Daily Profit (%) | 0.5448 | 0.4762 | 0.0686 | 0.2221 | 0.1904 | 0.1789 |
Buy And Hold Return (%) | 258.2236 | 258.2236 | 258.2236 | 258.2236 | 258.2236 | 258.2236 |
Max Trade Drawdown | -91146 | -80971 | -35954 | -3968773 | -3308571 | -1457335 |
Profit Factor | 3.3226 | 4.4748 | 1.7037 | 1.5695 | 1.5203 | 1.6453 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 49.2308 | 50 | 48.4848 | 49.2308 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.4264 | 4.4748 | 1.8102 | 1.6186 | 1.5203 | 1.7482 |
Largest Winning Trade | 428314 | 428314 | 68111 | 3263590 | 3263590 | 1535874 |
Largest Losing Trade | -37797 | -37797 | -20804 | -1509588 | -1509588 | -713991 |
Avg Bars in Trades | 81 | 77 | 85 | 81 | 77 | 85 |
Avg Bars in Winners | 117 | 113 | 122 | 117 | 113 | 122 |
Avg Bars in Losers | 45 | 40 | 50 | 45 | 40 | 50 |
Bars Traded | 5282 | 2467 | 2815 | 5282 | 2467 | 2815 |
Profit Streak | 26.7901 | 131.7901 | 26.7901 | 26.7901 | 131.7901 | 26.7901 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120308 | 588032 | -263914 | -124214 | 425352 | 392427 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 23, "offset": 0, "a": 0.84621 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 23, "offset": 0, "a": 0.84621 } } }
# | 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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