Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2529716.0406 | 2510079.2891 | 19636.7515 | 15571223.2479 | 27793444.3916 | -12222221.1437 |
Total P&L (%) | 2529.716 | 2510.0793 | 19.6368 | 15571.2232 | 27793.4444 | -12222.2211 |
Avg Daily Profit (%) | 1.359 | 1.3484 | 0.0105 | 0.2719 | 0.303 | 0 |
Buy And Hold Return (%) | 9160.473 | 9160.473 | 9160.473 | 9160.473 | 9160.473 | 9160.473 |
Max Trade Drawdown | -82734 | -51647 | -103161 | -21394342 | -7940001 | -20474814 |
Profit Factor | 6.5994 | 14.5848 | 1.0735 | 1.2739 | 2.2068 | 0.6386 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 42.623 | 46.6667 | 38.7097 | 42.623 | 46.6667 | 38.7097 |
Ratio Avg Win / Avg Loss | 8.8837 | 16.6684 | 1.6998 | 1.7148 | 2.5221 | 1.0112 |
Largest Winning Trade | 1836847 | 1836847 | 63795 | 20560432 | 20560432 | 6198709 |
Largest Losing Trade | -36724 | -31615 | -36724 | -7670625 | -6098941 | -7670625 |
Avg Bars in Trades | 176 | 176 | 175 | 176 | 176 | 175 |
Avg Bars in Winners | 271 | 276 | 266 | 271 | 276 | 266 |
Avg Bars in Losers | 105 | 89 | 117 | 105 | 89 | 117 |
Bars Traded | 10745 | 5304 | 5441 | 10745 | 5304 | 5441 |
Profit Streak | 0 | 101.9432 | 0 | 0 | 101.9432 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312744 | -144390 | -487470 | -168348 | 333104 | -583541 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "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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