Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137921.8524 | 211262.8709 | -73341.0185 | -63296.537 | -15822.655 | -47473.882 |
Total P&L (%) | 137.9219 | 211.2629 | -73.341 | -63.2965 | -15.8227 | -47.4739 |
Avg Daily Profit (%) | 0.111 | 0.17 | -0.059 | -0.0806 | -0.0139 | -0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196280 | -66283 | -263734 | -235537 | -84846 | -213258 |
Profit Factor | 1.1126 | 1.4283 | 0.8997 | 0.9159 | 0.9504 | 0.8907 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 203 | 95 | 108 | 199 | 98 | 101 |
Losing Trades | 138 | 76 | 62 | 142 | 73 | 69 |
Profitability (%) | 59.5308 | 55.5556 | 63.5294 | 58.3578 | 57.3099 | 59.4118 |
Ratio Avg Win / Avg Loss | 0.7563 | 1.1426 | 0.5165 | 0.6536 | 0.7079 | 0.6085 |
Largest Winning Trade | 41868 | 41868 | 29164 | 131747 | 18751 | 131747 |
Largest Losing Trade | -152166 | -42306 | -152166 | -137955 | -34770 | -137955 |
Avg Bars in Trades | 43 | 39 | 46 | 43 | 39 | 46 |
Avg Bars in Winners | 34 | 31 | 36 | 38 | 37 | 40 |
Avg Bars in Losers | 56 | 49 | 64 | 49 | 42 | 56 |
Bars Traded | 14735 | 6753 | 7982 | 14735 | 6753 | 7982 |
Profit Streak | 3.24 | 4.4067 | 0 | 3.24 | 4.4067 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141027 | 340285 | -578689 | -578833 | -579330 | -579223 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 126, "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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