Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677884.1112 | 558331.4011 | 119552.7101 | 1004525.2206 | 551976.5242 | 452548.6964 |
Total P&L (%) | 677.8841 | 558.3314 | 119.5527 | 1004.5252 | 551.9765 | 452.5487 |
Avg Daily Profit (%) | 0.3612 | 0.2975 | 0.0637 | 0.1281 | 0.1 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143042 | -67844 | -75197 | -702385 | -356611 | -507429 |
Profit Factor | 2.7936 | 3.9391 | 1.636 | 1.413 | 1.4975 | 1.3422 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 44.0678 | 33.3333 | 55.1724 | 44.0678 | 33.3333 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.5458 | 7.8783 | 1.3293 | 1.7935 | 2.9951 | 1.0905 |
Largest Winning Trade | 458637 | 458637 | 56782 | 449416 | 449416 | 442902 |
Largest Losing Trade | -51426 | -41828 | -51426 | -376814 | -166030 | -376814 |
Avg Bars in Trades | 121 | 104 | 139 | 121 | 104 | 139 |
Avg Bars in Winners | 210 | 200 | 216 | 210 | 200 | 216 |
Avg Bars in Losers | 52 | 56 | 45 | 52 | 56 | 45 |
Bars Traded | 7195 | 3137 | 4058 | 7195 | 3137 | 4058 |
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 | -167059 | 336939 | -105257 | -201529 | -63235 | -70335 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 79, "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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