Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482922.4378 | 362181.1904 | 120741.2475 | 277307.121 | 139292.309 | 138014.812 |
Total P&L (%) | 482.9224 | 362.1812 | 120.7412 | 277.3071 | 139.2923 | 138.0148 |
Avg Daily Profit (%) | 0.4685 | 0.3514 | 0.1171 | 0.1289 | 0.0847 | 0.0842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135939 | -138912 | -69593 | -335461 | -374247 | -163777 |
Profit Factor | 1.6141 | 1.7776 | 1.3765 | 1.1539 | 1.1328 | 1.1833 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 45.3947 | 39.4737 | 51.3158 | 45.3947 | 39.4737 | 51.3158 |
Ratio Avg Win / Avg Loss | 1.9416 | 2.7256 | 1.306 | 1.388 | 1.7369 | 1.1226 |
Largest Winning Trade | 200691 | 200691 | 45342 | 211549 | 211549 | 74068 |
Largest Losing Trade | -54164 | -41148 | -54164 | -104860 | -72261 | -104860 |
Avg Bars in Trades | 80 | 98 | 61 | 80 | 98 | 61 |
Avg Bars in Winners | 100 | 117 | 87 | 100 | 117 | 87 |
Avg Bars in Losers | 62 | 85 | 35 | 62 | 85 | 35 |
Bars Traded | 12166 | 7461 | 4705 | 12166 | 7461 | 4705 |
Profit Streak | 0 | 0 | 71.7815 | 0 | 0 | 71.7815 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431176 | -41265 | -84389 | -73164 | -206803 | -147795 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 191, "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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