Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1444976.8441 | 1357459.3191 | 87517.525 | 6002001.7869 | 6178200.2968 | -176198.5099 |
Total P&L (%) | 1444.9768 | 1357.4593 | 87.5175 | 6002.0018 | 6178.2003 | -176.1985 |
Avg Daily Profit (%) | 0.6557 | 0.616 | 0.0397 | 0.1867 | 0.188 | 0 |
Buy And Hold Return (%) | 514.1466 | 514.1466 | 514.1466 | 514.1466 | 514.1466 | 514.1466 |
Max Trade Drawdown | -113481 | -100777 | -98361 | -2605758 | -3178010 | -1323433 |
Profit Factor | 2.9323 | 4.2789 | 1.2622 | 1.4803 | 1.8038 | 0.9634 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 41.0377 | 35.8491 | 46.2264 | 41.0377 | 35.8491 | 46.2264 |
Ratio Avg Win / Avg Loss | 4.213 | 7.657 | 1.4682 | 2.1269 | 3.2279 | 1.1206 |
Largest Winning Trade | 702990 | 702990 | 65714 | 6752835 | 6752835 | 733653 |
Largest Losing Trade | -27511 | -27511 | -26139 | -1595204 | -1595204 | -558935 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 50 | 62 | 40 | 50 | 62 | 40 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 6459 | 3629 | 2830 | 6459 | 3629 | 2830 |
Profit Streak | 0 | 0 | 8.8172 | 0 | 0 | 8.8172 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427566 | 347524 | -306571 | 282450 | 200952 | -579903 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 3.29749 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 3.29749 } } }
# | 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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