Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1834910.0783 | 1813955.7573 | 20954.3209 | 17571668.6179 | 22399107.331 | -4827438.7131 |
Total P&L (%) | 1834.9101 | 1813.9558 | 20.9543 | 17571.6686 | 22399.1073 | -4827.4387 |
Avg Daily Profit (%) | 0.9857 | 0.9745 | 0.0113 | 0.2784 | 0.2914 | 0 |
Buy And Hold Return (%) | 8302.87 | 8302.87 | 8302.87 | 8302.87 | 8302.87 | 8302.87 |
Max Trade Drawdown | -67406 | -39698 | -78477 | -13615059 | -6237307 | -8866428 |
Profit Factor | 5.8957 | 12.0644 | 1.0994 | 1.685 | 2.9182 | 0.6545 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 51.5152 | 45.4545 | 57.5758 | 51.5152 | 45.4545 | 57.5758 |
Ratio Avg Win / Avg Loss | 5.5489 | 14.4773 | 0.8101 | 1.5859 | 3.5018 | 0.4823 |
Largest Winning Trade | 1075384 | 1075384 | 67504 | 12255968 | 12255968 | 2999220 |
Largest Losing Trade | -34588 | -31615 | -34588 | -6159505 | -6159505 | -4262143 |
Avg Bars in Trades | 157 | 162 | 152 | 157 | 162 | 152 |
Avg Bars in Winners | 222 | 285 | 172 | 222 | 285 | 172 |
Avg Bars in Losers | 88 | 59 | 125 | 88 | 59 | 125 |
Bars Traded | 10383 | 5357 | 5026 | 10383 | 5357 | 5026 |
Profit Streak | 0 | 220.7613 | 0 | 0 | 220.7613 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -272302 | -144750 | -455495 | -122516 | 366944 | -579820 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 67, "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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