Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595199.5042 | 598716.3261 | -3516.8219 | 7232.2719 | 226395.9981 | -219163.7262 |
Total P&L (%) | 595.1995 | 598.7163 | -3.5168 | 7.2323 | 226.396 | -219.1637 |
Avg Daily Profit (%) | 0.3122 | 0.314 | -0.0018 | 0.0037 | 0.0621 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202721 | -203430 | -33583 | -945810 | -811296 | -248533 |
Profit Factor | 2.0377 | 2.2695 | 0.9655 | 1.0043 | 1.1717 | 0.4071 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 41.2371 | 35.4167 | 46.9388 | 41.2371 | 35.4167 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.9038 | 4.1385 | 1.0914 | 1.4311 | 2.1366 | 0.4602 |
Largest Winning Trade | 582451 | 582451 | 12493 | 591372 | 591372 | 17843 |
Largest Losing Trade | -41769 | -41769 | -11951 | -263159 | -263159 | -98037 |
Avg Bars in Trades | 75 | 147 | 4 | 75 | 147 | 4 |
Avg Bars in Winners | 102 | 235 | 4 | 102 | 235 | 4 |
Avg Bars in Losers | 56 | 99 | 3 | 56 | 99 | 3 |
Bars Traded | 7287 | 7088 | 199 | 7287 | 7088 | 199 |
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 | 349921 | 278993 | -579927 | -572665 | -146197 | -581594 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 26, "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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