Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1538706.7262 | 1662743.5391 | -124036.813 | -67945.8464 | 788890.9815 | -856836.8278 |
Total P&L (%) | 1538.7067 | 1662.7435 | -124.0368 | -67.9458 | 788.891 | -856.8368 |
Avg Daily Profit (%) | 0.8243 | 0.8908 | -0.0664 | -0.0609 | 0.1171 | 0 |
Buy And Hold Return (%) | 429.6578 | 429.6578 | 429.6578 | 429.6578 | 429.6578 | 429.6578 |
Max Trade Drawdown | -227568 | -195568 | -176344 | -1320109 | -572020 | -1499380 |
Profit Factor | 2.806 | 4.8662 | 0.706 | 0.9746 | 1.8065 | 0.4956 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 31.3953 | 25.5814 | 37.2093 | 31.3953 | 25.5814 | 37.2093 |
Ratio Avg Win / Avg Loss | 6.1317 | 14.1562 | 1.1914 | 2.1297 | 5.2552 | 0.8363 |
Largest Winning Trade | 1464643 | 1464643 | 49944 | 860727 | 860727 | 305479 |
Largest Losing Trade | -80255 | -40000 | -80255 | -1025292 | -172972 | -1025292 |
Avg Bars in Trades | 254 | 240 | 269 | 254 | 240 | 269 |
Avg Bars in Winners | 435 | 465 | 414 | 435 | 465 | 414 |
Avg Bars in Losers | 172 | 162 | 183 | 172 | 162 | 183 |
Bars Traded | 21917 | 10331 | 11586 | 21917 | 10331 | 11586 |
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 | 321946 | -8597 | -584034 | -585005 | -67997 | -585701 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 130, "offset": 194 } }, "second_band": { "type": "rma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 130, "offset": 194 } }, "second_band": { "type": "rma", "factors": { "length": 141, "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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