Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695441.8868 | 679976.9621 | 15464.9247 | 877193.3714 | 1606901.9239 | -729708.5525 |
Total P&L (%) | 695.4419 | 679.977 | 15.4649 | 877.1934 | 1606.9019 | -729.7086 |
Avg Daily Profit (%) | 0.3338 | 0.3264 | 0.0074 | 0.1095 | 0.1363 | 0 |
Buy And Hold Return (%) | 272.9746 | 272.9746 | 272.9746 | 272.9746 | 272.9746 | 272.9746 |
Max Trade Drawdown | -216152 | -202370 | -170268 | -2112764 | -1552912 | -1429083 |
Profit Factor | 1.8116 | 2.6718 | 1.0344 | 1.1601 | 1.6089 | 0.7432 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Losing Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Profitability (%) | 47.5 | 51.25 | 43.75 | 47.5 | 51.25 | 43.75 |
Ratio Avg Win / Avg Loss | 2.0022 | 2.5414 | 1.3299 | 1.2822 | 1.5304 | 0.9555 |
Largest Winning Trade | 181008 | 181008 | 57292 | 1224136 | 1224136 | 344880 |
Largest Losing Trade | -50848 | -31874 | -50848 | -446487 | -391767 | -446487 |
Avg Bars in Trades | 152 | 143 | 161 | 152 | 143 | 161 |
Avg Bars in Winners | 190 | 174 | 210 | 190 | 174 | 210 |
Avg Bars in Losers | 118 | 112 | 124 | 118 | 112 | 124 |
Bars Traded | 24443 | 11512 | 12931 | 24443 | 11512 | 12931 |
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 | 322952 | -8697 | -553314 | -93942 | -27673 | -602666 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 186 } }, "second_band": { "type": "sinwma", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 186 } }, "second_band": { "type": "sinwma", "factors": { "length": 225, "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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