Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819138.3883 | 668907.8184 | 150230.5699 | 901862.4742 | 795790.1376 | 106072.3365 |
Total P&L (%) | 819.1384 | 668.9078 | 150.2306 | 901.8625 | 795.7901 | 106.0723 |
Avg Daily Profit (%) | 0.5113 | 0.4175 | 0.0938 | 0.1439 | 0.1369 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110362 | -113388 | -87667 | -2088553 | -1632244 | -1791652 |
Profit Factor | 2.159 | 2.6981 | 1.4802 | 1.1018 | 1.1767 | 1.0244 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 37.7953 | 28.125 | 47.619 | 37.7953 | 28.125 | 47.619 |
Ratio Avg Win / Avg Loss | 3.5534 | 6.8952 | 1.6282 | 1.8134 | 3.0072 | 1.1268 |
Largest Winning Trade | 466655 | 466655 | 54020 | 1979673 | 1979673 | 513322 |
Largest Losing Trade | -40259 | -31457 | -40259 | -734478 | -342846 | -734478 |
Avg Bars in Trades | 148 | 133 | 163 | 148 | 133 | 163 |
Avg Bars in Winners | 248 | 266 | 237 | 248 | 266 | 237 |
Avg Bars in Losers | 87 | 81 | 95 | 87 | 81 | 95 |
Bars Traded | 18838 | 8564 | 10274 | 18838 | 8564 | 10274 |
Profit Streak | 45.3875 | 45.3875 | 54.4709 | 45.3875 | 45.3875 | 54.4709 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409805 | -139899 | -212531 | -111333 | -189763 | -473405 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 153, "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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