Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920833.0902 | 851123.9835 | 69709.1067 | 2022645.2488 | 1385328.555 | 637316.6938 |
Total P&L (%) | 920.8331 | 851.124 | 69.7091 | 2022.6452 | 1385.3286 | 637.3167 |
Avg Daily Profit (%) | 0.3974 | 0.3673 | 0.0301 | 0.1319 | 0.1165 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139704 | -96856 | -121643 | -3526831 | -2948311 | -1674361 |
Profit Factor | 2.3095 | 3.7009 | 1.1796 | 1.1411 | 1.1739 | 1.1001 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 46.5753 | 45.9459 | 47.2222 | 46.5753 | 45.9459 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.6491 | 4.354 | 1.3184 | 1.3089 | 1.3811 | 1.2295 |
Largest Winning Trade | 262264 | 262264 | 84648 | 1985660 | 1634883 | 1985660 |
Largest Losing Trade | -52713 | -35673 | -52713 | -1265196 | -1265196 | -1202597 |
Avg Bars in Trades | 57 | 39 | 76 | 57 | 39 | 76 |
Avg Bars in Winners | 74 | 40 | 108 | 74 | 40 | 108 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 4187 | 1449 | 2737 | 4187 | 1449 | 2737 |
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 | -63486 | 530610 | -176734 | -159357 | -67823 | -188869 |
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{ "first_band": { "type": "midprice", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 21, "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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