Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1948828.5649 | 1874878.2599 | 73950.3049 | 3450283.9837 | 1190321.1665 | 2259962.8172 |
Total P&L (%) | 1948.8286 | 1874.8783 | 73.9503 | 3450.284 | 1190.3212 | 2259.9628 |
Avg Daily Profit (%) | 1.0366 | 0.9973 | 0.0393 | 0.1901 | 0.1361 | 0.1683 |
Buy And Hold Return (%) | 537.1006 | 537.1006 | 537.1006 | 537.1006 | 537.1006 | 537.1006 |
Max Trade Drawdown | -103723 | -81384 | -90629 | -6526385 | -4933157 | -3176160 |
Profit Factor | 3.9387 | 6.0599 | 1.2527 | 1.1637 | 1.0997 | 1.2473 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 29.9145 | 23.7288 | 36.2069 | 29.9145 | 23.7288 | 36.2069 |
Ratio Avg Win / Avg Loss | 9.2279 | 19.4784 | 2.2072 | 2.7264 | 3.5348 | 2.1976 |
Largest Winning Trade | 1303869 | 1303869 | 58317 | 4227485 | 4227485 | 2363311 |
Largest Losing Trade | -24750 | -21630 | -24750 | -1115771 | -925354 | -1115771 |
Avg Bars in Trades | 46 | 40 | 53 | 46 | 40 | 53 |
Avg Bars in Winners | 106 | 102 | 108 | 106 | 102 | 108 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 5440 | 2361 | 3079 | 5440 | 2361 | 3079 |
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 | 359700 | -193184 | -490928 | -39608 | -338423 | -179095 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "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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