Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1492560.1849 | 1389903.1605 | 102657.0244 | 1428608.5284 | -583434.7149 | 2012043.2433 |
Total P&L (%) | 1492.5602 | 1389.9032 | 102.657 | 1428.6085 | -583.4347 | 2012.0432 |
Avg Daily Profit (%) | 0.8028 | 0.7476 | 0.0552 | 0.1468 | 0 | 0.1642 |
Buy And Hold Return (%) | 36.5064 | 36.5064 | 36.5064 | 36.5064 | 36.5064 | 36.5064 |
Max Trade Drawdown | -171334 | -114972 | -69377 | -2951586 | -2375730 | -1236494 |
Profit Factor | 3.5707 | 5.4168 | 1.3861 | 1.153 | 0.893 | 1.5174 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 41.7582 | 34.7826 | 48.8889 | 41.7582 | 34.7826 | 48.8889 |
Ratio Avg Win / Avg Loss | 4.9802 | 10.1564 | 1.4491 | 1.6081 | 1.6743 | 1.5864 |
Largest Winning Trade | 1264418 | 1264418 | 64157 | 1342233 | 929647 | 1342233 |
Largest Losing Trade | -29066 | -29066 | -25038 | -815515 | -815515 | -544240 |
Avg Bars in Trades | 78 | 73 | 84 | 78 | 73 | 84 |
Avg Bars in Winners | 124 | 120 | 127 | 124 | 120 | 127 |
Avg Bars in Losers | 46 | 47 | 44 | 46 | 47 | 44 |
Bars Traded | 7177 | 3358 | 3818 | 7177 | 3358 | 3818 |
Profit Streak | 0 | 0 | 44.2542 | 0 | 0 | 44.2542 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 610302 | 539066 | -121667 | -50800 | -583844 | 375964 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 30, "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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