Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2092119.7 | 2019631.5199 | 72488.1802 | 3541813.7481 | 6996775.3251 | -3454961.577 |
Total P&L (%) | 2092.1197 | 2019.6315 | 72.4882 | 3541.8137 | 6996.7753 | -3454.9616 |
Avg Daily Profit (%) | 0.9392 | 0.9066 | 0.0325 | 0.1615 | 0.1915 | 0 |
Buy And Hold Return (%) | 384.2728 | 384.2728 | 384.2728 | 384.2728 | 384.2728 | 384.2728 |
Max Trade Drawdown | -149382 | -81243 | -109583 | -13087433 | -6433989 | -9405532 |
Profit Factor | 4.5363 | 11.7073 | 1.1799 | 1.0954 | 1.5508 | 0.8586 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 40.2299 | 40.9091 | 39.5349 | 40.2299 | 40.9091 | 39.5349 |
Ratio Avg Win / Avg Loss | 6.7396 | 16.9106 | 1.8045 | 1.6274 | 2.2401 | 1.3132 |
Largest Winning Trade | 1828898 | 1828898 | 56281 | 6182669 | 6182669 | 4627562 |
Largest Losing Trade | -46014 | -19646 | -46014 | -4682890 | -1464521 | -4682890 |
Avg Bars in Trades | 150 | 90 | 211 | 150 | 90 | 211 |
Avg Bars in Winners | 284 | 165 | 410 | 284 | 165 | 410 |
Avg Bars in Losers | 60 | 38 | 81 | 60 | 38 | 81 |
Bars Traded | 13088 | 3977 | 9111 | 13088 | 3977 | 9111 |
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 | 580946 | 617292 | -340771 | -110373 | 259777 | -583130 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 25, "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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