Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012007.6459 | 883342.3434 | 128665.3024 | 12524334.1895 | 11316093.2815 | 1208240.908 |
Total P&L (%) | 1012.0076 | 883.3423 | 128.6653 | 12524.3342 | 11316.0933 | 1208.2409 |
Avg Daily Profit (%) | 0.4049 | 0.3535 | 0.0515 | 0.1938 | 0.1897 | 0.1029 |
Buy And Hold Return (%) | 747.8077 | 747.8077 | 747.8077 | 747.8077 | 747.8077 | 747.8077 |
Max Trade Drawdown | -95114 | -91524 | -37827 | -7677973 | -4565730 | -3130331 |
Profit Factor | 2.5172 | 3.0124 | 1.5642 | 1.6474 | 1.9165 | 1.1727 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 46.8966 | 43.0556 | 50.6849 | 46.8966 | 43.0556 | 50.6849 |
Ratio Avg Win / Avg Loss | 2.8504 | 3.9841 | 1.5219 | 1.8655 | 2.5348 | 1.141 |
Largest Winning Trade | 322140 | 322140 | 47891 | 7979611 | 7979611 | 2431588 |
Largest Losing Trade | -35310 | -35310 | -29744 | -3855286 | -3855286 | -1262900 |
Avg Bars in Trades | 100 | 132 | 68 | 100 | 132 | 68 |
Avg Bars in Winners | 134 | 192 | 84 | 134 | 192 | 84 |
Avg Bars in Losers | 70 | 87 | 50 | 70 | 87 | 50 |
Bars Traded | 14540 | 9563 | 4978 | 14540 | 9563 | 4978 |
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 | -42097 | -176446 | -359000 | 370125 | -70569 | -167066 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 238, "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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