Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424078.7183 | 423833.196 | 245.5223 | 107428.5546 | 199722.9744 | -92294.4199 |
Total P&L (%) | 424.0787 | 423.8332 | 0.2455 | 107.4286 | 199.723 | -92.2944 |
Avg Daily Profit (%) | 0.3004 | 0.3002 | 0.0002 | 0.0517 | 0.0778 | -0.1814 |
Buy And Hold Return (%) | 62.6727 | 62.6727 | 62.6727 | 62.6727 | 62.6727 | 62.6727 |
Max Trade Drawdown | -191318 | -125491 | -145016 | -217182 | -101422 | -179930 |
Profit Factor | 1.6274 | 2.1687 | 1.0008 | 1.1856 | 1.6711 | 0.6718 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 51.5873 | 49.2063 | 53.9683 | 51.5873 | 49.2063 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.5273 | 2.2387 | 0.8536 | 1.1126 | 1.725 | 0.573 |
Largest Winning Trade | 175693 | 175693 | 38026 | 138987 | 138987 | 32350 |
Largest Losing Trade | -53521 | -51386 | -53521 | -79397 | -57591 | -79397 |
Avg Bars in Trades | 64 | 67 | 62 | 64 | 67 | 62 |
Avg Bars in Winners | 75 | 81 | 70 | 75 | 81 | 70 |
Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
Bars Traded | 8187 | 4268 | 3919 | 8187 | 4268 | 3919 |
Profit Streak | 0 | 0 | 593.3846 | 0 | 0 | 593.3846 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430000 | -134543 | -724499 | -148511 | -235868 | -725593 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 140, "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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