Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401124.8935 | 351346.153 | 49778.7406 | 141050.3696 | 74015.6322 | 67034.7374 |
Total P&L (%) | 401.1249 | 351.3462 | 49.7787 | 141.0504 | 74.0156 | 67.0347 |
Avg Daily Profit (%) | 0.1711 | 0.1499 | 0.0212 | 0.0375 | 0.0236 | 0.0219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177848 | -44792 | -163431 | -121940 | -75757 | -125815 |
Profit Factor | 1.6691 | 2.2759 | 1.1536 | 1.2286 | 1.247 | 1.2113 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 54.8077 | 46.1538 | 63.4615 | 54.8077 | 46.1538 | 63.4615 |
Ratio Avg Win / Avg Loss | 1.3763 | 2.6552 | 0.6642 | 1.0131 | 1.4548 | 0.6974 |
Largest Winning Trade | 224690 | 224690 | 52881 | 73377 | 66361 | 73377 |
Largest Losing Trade | -49098 | -32537 | -49098 | -60812 | -60812 | -43224 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 85 | 101 | 74 | 85 | 101 | 74 |
Avg Bars in Losers | 41 | 44 | 36 | 41 | 44 | 36 |
Bars Traded | 6818 | 3683 | 3135 | 6818 | 3683 | 3135 |
Profit Streak | 0 | 0 | 78.7973 | 0 | 0 | 78.7973 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371693 | -170168 | -396840 | -142201 | -343081 | -343696 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 80, "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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