Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1602722.8087 | 1698684.9579 | -95962.1492 | -44154.9181 | 1282882.0711 | -1327036.9892 |
Total P&L (%) | 1602.7228 | 1698.685 | -95.9621 | -44.1549 | 1282.8821 | -1327.037 |
Avg Daily Profit (%) | 0.7064 | 0.7486 | -0.0423 | -0.0257 | 0.1158 | 0 |
Buy And Hold Return (%) | 337.7432 | 337.7432 | 337.7432 | 337.7432 | 337.7432 | 337.7432 |
Max Trade Drawdown | -258640 | -187906 | -123504 | -4264634 | -1780919 | -3211548 |
Profit Factor | 2.8017 | 4.6364 | 0.7728 | 0.9933 | 1.5286 | 0.6801 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 44.2857 | 38.5714 | 50 | 44.2857 | 38.5714 | 50 |
Ratio Avg Win / Avg Loss | 3.5248 | 7.3839 | 0.7728 | 1.2496 | 2.4344 | 0.6801 |
Largest Winning Trade | 1502078 | 1502078 | 34620 | 2881557 | 2881557 | 971792 |
Largest Losing Trade | -76222 | -34141 | -76222 | -2888209 | -531301 | -2888209 |
Avg Bars in Trades | 62 | 86 | 39 | 62 | 86 | 39 |
Avg Bars in Winners | 78 | 114 | 50 | 78 | 114 | 50 |
Avg Bars in Losers | 50 | 67 | 28 | 50 | 67 | 28 |
Bars Traded | 8758 | 6022 | 2736 | 8758 | 6022 | 2736 |
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 | 514863 | -79960 | -675236 | -580962 | -136656 | -675236 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 186, "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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