Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900337.6852 | 743392.3199 | 156945.3653 | 27457233.0109 | 40994380.4429 | -13537147.432 |
Total P&L (%) | 900.3377 | 743.3923 | 156.9454 | 27457.233 | 40994.3804 | -13537.1474 |
Avg Daily Profit (%) | 0.36 | 0.2973 | 0.0628 | 0.2249 | 0.241 | 0 |
Buy And Hold Return (%) | 838.5101 | 838.5101 | 838.5101 | 838.5101 | 838.5101 | 838.5101 |
Max Trade Drawdown | -66361 | -75314 | -63193 | -20595801 | -5061890 | -21500486 |
Profit Factor | 4.2104 | 6.3183 | 2.1157 | 1.8352 | 5.6087 | 0.4355 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 58.4615 | 65.625 | 51.5152 | 58.4615 | 65.625 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.9916 | 3.3096 | 1.9913 | 1.304 | 2.9379 | 0.4099 |
Largest Winning Trade | 188401 | 188401 | 48365 | 24914406 | 24914406 | 2318675 |
Largest Losing Trade | -53818 | -53818 | -35025 | -11452468 | -3759666 | -11452468 |
Avg Bars in Trades | 110 | 146 | 76 | 110 | 146 | 76 |
Avg Bars in Winners | 116 | 131 | 98 | 116 | 131 | 98 |
Avg Bars in Losers | 102 | 173 | 54 | 102 | 173 | 54 |
Bars Traded | 7210 | 4675 | 2535 | 7210 | 4675 | 2535 |
Profit Streak | 0 | 100.3802 | 0 | 0 | 100.3802 | 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 | -261119 | -145826 | -270707 | -124280 | 690573 | -580606 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "offset": 188 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "offset": 188 } } }
# | 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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