Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716721.0545 | 488017.2971 | 228703.7574 | 3519112.6193 | 671020.9149 | 2848091.7044 |
Total P&L (%) | 716.7211 | 488.0173 | 228.7038 | 3519.1126 | 671.0209 | 2848.0917 |
Avg Daily Profit (%) | 0.377 | 0.2567 | 0.1203 | 0.1889 | 0.1075 | 0.1781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72689 | -104723 | -47607 | -2269464 | -3118001 | -1622426 |
Profit Factor | 2.5464 | 2.6612 | 2.3478 | 1.3186 | 1.0955 | 1.7082 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 43.2099 | 39.0244 | 47.5 | 43.2099 | 39.0244 | 47.5 |
Ratio Avg Win / Avg Loss | 3.3467 | 4.1581 | 2.5949 | 1.733 | 1.7118 | 1.8881 |
Largest Winning Trade | 211554 | 211554 | 57231 | 2321828 | 2321828 | 1371419 |
Largest Losing Trade | -42821 | -30501 | -42821 | -1622426 | -1588369 | -1622426 |
Avg Bars in Trades | 136 | 118 | 155 | 136 | 118 | 155 |
Avg Bars in Winners | 230 | 204 | 251 | 230 | 204 | 251 |
Avg Bars in Losers | 65 | 63 | 68 | 65 | 63 | 68 |
Bars Traded | 11082 | 4860 | 6222 | 11082 | 4860 | 6222 |
Profit Streak | 0 | 0 | 662.9842 | 0 | 0 | 662.9842 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4513 | 322165 | -27940 | -9666 | -167649 | 399649 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 3 } } }
# | 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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