Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513359.0088 | 456263.603 | 57095.4059 | -56087.8018 | -309401.9235 | 253314.1217 |
Total P&L (%) | 513.359 | 456.2636 | 57.0954 | -56.0878 | -309.4019 | 253.3141 |
Avg Daily Profit (%) | 0.3475 | 0.3088 | 0.0386 | -0.0557 | 0 | 0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198305 | -192350 | -59854 | -744916 | -795932 | -117494 |
Profit Factor | 1.9008 | 2.0989 | 1.3691 | 0.9602 | 0.7353 | 2.0535 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 49.1525 | 43.3333 | 55.1724 | 49.1525 | 43.3333 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.9664 | 2.7447 | 1.1124 | 0.9933 | 0.9615 | 1.6684 |
Largest Winning Trade | 486531 | 486531 | 33911 | 486531 | 486531 | 194547 |
Largest Losing Trade | -56527 | -51545 | -56527 | -401013 | -401013 | -104376 |
Avg Bars in Trades | 48 | 70 | 24 | 48 | 70 | 24 |
Avg Bars in Winners | 56 | 84 | 34 | 56 | 84 | 34 |
Avg Bars in Losers | 40 | 60 | 13 | 40 | 60 | 13 |
Bars Traded | 2847 | 2129 | 718 | 2847 | 2129 | 718 |
Profit Streak | 0 | 0 | 43.3669 | 0 | 0 | 43.3669 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166922 | 356474 | -140190 | -760607 | -583418 | -73504 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 100, "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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