Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787085.2707 | 629655.4909 | 157429.7797 | 2080623.9752 | 266925.3379 | 1813698.6374 |
Total P&L (%) | 787.0853 | 629.6555 | 157.4298 | 2080.624 | 266.9253 | 1813.6986 |
Avg Daily Profit (%) | 0.3247 | 0.2598 | 0.065 | 0.1272 | 0.0537 | 0.1219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103683 | -82633 | -195131 | -3178846 | -2579176 | -1326550 |
Profit Factor | 1.3765 | 1.6303 | 1.1442 | 1.0888 | 1.0225 | 1.1569 |
Total Trades | 888 | 444 | 444 | 888 | 444 | 444 |
Winning Trades | 280 | 143 | 137 | 280 | 143 | 137 |
Losing Trades | 608 | 301 | 307 | 608 | 301 | 307 |
Profitability (%) | 31.5315 | 32.2072 | 30.8559 | 31.5315 | 32.2072 | 30.8559 |
Ratio Avg Win / Avg Loss | 2.989 | 3.4317 | 2.5641 | 2.3643 | 2.1522 | 2.5924 |
Largest Winning Trade | 282957 | 282957 | 44388 | 1196027 | 1196027 | 924050 |
Largest Losing Trade | -20529 | -15130 | -20529 | -419532 | -419532 | -328139 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 9667 | 4750 | 4917 | 9667 | 4750 | 4917 |
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 | 305999 | 243320 | -172361 | -146726 | -320824 | -82183 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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