Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182386.6512 | 58604.1024 | 123782.5488 | 260365.2524 | 131394.8712 | 128970.3812 |
Total P&L (%) | 182.3867 | 58.6041 | 123.7825 | 260.3653 | 131.3949 | 128.9704 |
Avg Daily Profit (%) | 0.3502 | 0.1125 | 0.2377 | 0.2464 | 0.1612 | 0.1592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84656 | -73568 | -65413 | -225597 | -161189 | -166449 |
Profit Factor | 1.2523 | 1.1699 | 1.3275 | 1.1805 | 1.1966 | 1.1665 |
Total Trades | 507 | 253 | 254 | 507 | 253 | 254 |
Winning Trades | 215 | 104 | 111 | 215 | 104 | 111 |
Losing Trades | 292 | 149 | 143 | 292 | 149 | 143 |
Profitability (%) | 42.4063 | 41.1067 | 43.7008 | 42.4063 | 41.1067 | 43.7008 |
Ratio Avg Win / Avg Loss | 1.7008 | 1.6761 | 1.7102 | 1.6032 | 1.7144 | 1.5028 |
Largest Winning Trade | 30659 | 23587 | 30659 | 45500 | 45500 | 39347 |
Largest Losing Trade | -12096 | -9781 | -12096 | -27515 | -27515 | -27355 |
Avg Bars in Trades | 49 | 46 | 51 | 49 | 46 | 51 |
Avg Bars in Winners | 77 | 73 | 81 | 77 | 73 | 81 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 24916 | 11773 | 13143 | 24916 | 11773 | 13143 |
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 | 321677 | -79329 | 254182 | -13757 | 32421 | -31210 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 38, "offset": 18 } }, "second_band": { "type": "midprice", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 38, "offset": 18 } }, "second_band": { "type": "midprice", "factors": { "length": 18, "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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