Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128831.2345 | 29432.2376 | 99398.9968 | 110880.6975 | 19651.8174 | 91228.8801 |
Total P&L (%) | 128.8312 | 29.4322 | 99.399 | 110.8807 | 19.6518 | 91.2289 |
Avg Daily Profit (%) | 0.2474 | 0.0565 | 0.1908 | 0.1434 | 0.0345 | 0.1246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63150 | -59598 | -38459 | -110422 | -55531 | -90214 |
Profit Factor | 1.4302 | 1.188 | 1.6955 | 1.2525 | 1.0924 | 1.403 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 54.4304 | 48.7179 | 60 | 54.4304 | 48.7179 | 60 |
Ratio Avg Win / Avg Loss | 1.1973 | 1.2505 | 1.1303 | 1.0486 | 1.1499 | 0.9353 |
Largest Winning Trade | 33039 | 33039 | 26627 | 40541 | 40541 | 31904 |
Largest Losing Trade | -28238 | -23506 | -28238 | -47093 | -34677 | -47093 |
Avg Bars in Trades | 307 | 291 | 323 | 307 | 291 | 323 |
Avg Bars in Winners | 191 | 201 | 182 | 191 | 201 | 182 |
Avg Bars in Losers | 447 | 377 | 534 | 447 | 377 | 534 |
Bars Traded | 24313 | 11376 | 12937 | 24313 | 11376 | 12937 |
Profit Streak | 13.7252 | 23.6627 | 13.7252 | 13.7252 | 23.6627 | 13.7252 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21289 | -134880 | 395985 | -32062 | -273394 | -26335 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 243, "offset": 0, "a": 0.62927 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 243, "offset": 0, "a": 0.62927 } } }
# | 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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