Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060827.0672 | 801199.0996 | 259627.9676 | 88610103.445 | 50348102.8277 | 38262000.6174 |
Total P&L (%) | 1060.8271 | 801.1991 | 259.628 | 88610.1034 | 50348.1028 | 38262.0006 |
Avg Daily Profit (%) | 0.5092 | 0.3846 | 0.1246 | 0.3264 | 0.2992 | 0.286 |
Buy And Hold Return (%) | 257.5964 | 257.5964 | 257.5964 | 257.5964 | 257.5964 | 257.5964 |
Max Trade Drawdown | -74915 | -63340 | -93399 | -104181113 | -54243361 | -61291177 |
Profit Factor | 2.1148 | 2.7752 | 1.519 | 1.1967 | 1.2366 | 1.161 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 140 | 68 | 72 | 140 | 68 | 72 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 52.2388 | 50.7463 | 53.7313 | 52.2388 | 50.7463 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.9335 | 2.6936 | 1.308 | 1.0941 | 1.2002 | 0.9997 |
Largest Winning Trade | 133955 | 133955 | 54147 | 45651647 | 45651647 | 36829213 |
Largest Losing Trade | -38729 | -24397 | -38729 | -49564511 | -23212737 | -49564511 |
Avg Bars in Trades | 91 | 85 | 97 | 91 | 85 | 97 |
Avg Bars in Winners | 104 | 88 | 118 | 104 | 88 | 118 |
Avg Bars in Losers | 77 | 82 | 72 | 77 | 82 | 72 |
Bars Traded | 24512 | 11458 | 13054 | 24512 | 11458 | 13054 |
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 | 513980 | 424670 | -188260 | 239058 | 305270 | -36079 |
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{ "first_band": { "type": "midprice", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 48, "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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