Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39186.3047 | 56206.7337 | -17020.429 | -105497.6122 | 1042.254 | -106539.8662 |
Total P&L (%) | 39.1863 | 56.2067 | -17.0204 | -105.4976 | 1.0423 | -106.5399 |
Avg Daily Profit (%) | 0.4514 | 0.6475 | -0.1961 | 0 | 0.0119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152585 | -45619 | -113959 | -141305 | -7056 | -134311 |
Profit Factor | 1.1826 | 1.9299 | 0.8896 | 0.2883 | 1.0981 | 0.2258 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 43 | 20 | 23 | 50 | 28 | 22 |
Losing Trades | 50 | 27 | 23 | 43 | 19 | 24 |
Profitability (%) | 46.2366 | 42.5532 | 50 | 53.7634 | 59.5745 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.3751 | 2.6053 | 0.8896 | 0.248 | 0.7451 | 0.2464 |
Largest Winning Trade | 92640 | 92640 | 60166 | 12665 | 2703 | 12665 |
Largest Losing Trade | -102125 | -13530 | -102125 | -119042 | -4090 | -119042 |
Avg Bars in Trades | 261 | 83 | 442 | 261 | 83 | 442 |
Avg Bars in Winners | 256 | 75 | 412 | 240 | 91 | 430 |
Avg Bars in Losers | 265 | 88 | 472 | 284 | 71 | 453 |
Bars Traded | 24292 | 3917 | 20374 | 24292 | 3917 | 20374 |
Profit Streak | 4.0469 | 4.4497 | 4.0469 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14562 | 378939 | -582366 | -581988 | -457031 | -583496 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 179, "offset": 149 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 179, "offset": 149 } } }
# | 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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