Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567333.8402 | 512142.3947 | 55191.4455 | -35372.8292 | 91307.103 | -126679.9322 |
Total P&L (%) | 567.3338 | 512.1424 | 55.1914 | -35.3728 | 91.3071 | -126.6799 |
Avg Daily Profit (%) | 0.294 | 0.2654 | 0.0286 | -0.0226 | 0.0336 | 0 |
Buy And Hold Return (%) | 11.4687 | 11.4687 | 11.4687 | 11.4687 | 11.4687 | 11.4687 |
Max Trade Drawdown | -207805 | -107119 | -230929 | -157040 | -45679 | -193101 |
Profit Factor | 1.3628 | 1.7447 | 1.063 | 0.936 | 1.4641 | 0.6437 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 165 | 72 | 93 | 165 | 72 | 93 |
Losing Trades | 160 | 91 | 69 | 160 | 91 | 69 |
Profitability (%) | 50.7692 | 44.1718 | 57.4074 | 50.7692 | 44.1718 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.3215 | 2.2051 | 0.7887 | 0.9076 | 1.8504 | 0.4776 |
Largest Winning Trade | 115613 | 115613 | 53982 | 38235 | 38235 | 23872 |
Largest Losing Trade | -92610 | -33344 | -92610 | -84481 | -23794 | -84481 |
Avg Bars in Trades | 70 | 58 | 82 | 70 | 58 | 82 |
Avg Bars in Winners | 77 | 60 | 91 | 77 | 60 | 91 |
Avg Bars in Losers | 62 | 56 | 70 | 62 | 56 | 70 |
Bars Traded | 22855 | 9457 | 13398 | 22855 | 9457 | 13398 |
Profit Streak | 0 | 0 | 23.0705 | 0 | 0 | 23.0705 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399878 | 357699 | -307276 | -578978 | -147747 | -578978 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "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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