Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200747.5535 | 979061.489 | 221686.0645 | 97354110.7047 | 55730749.0971 | 41623361.6075 |
Total P&L (%) | 1200.7476 | 979.0615 | 221.6861 | 97354.1107 | 55730.7491 | 41623.3616 |
Avg Daily Profit (%) | 0.4793 | 0.3908 | 0.0885 | 0.2751 | 0.2528 | 0.2412 |
Buy And Hold Return (%) | 482.8206 | 482.8206 | 482.8206 | 482.8206 | 482.8206 | 482.8206 |
Max Trade Drawdown | -79648 | -60715 | -68214 | -61995820 | -32062867 | -39986111 |
Profit Factor | 3.5362 | 6.1948 | 1.7779 | 1.5415 | 1.637 | 1.4509 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 50.4854 | 50 | 50.9804 | 50.4854 | 50 | 50.9804 |
Ratio Avg Win / Avg Loss | 3.4682 | 6.1948 | 1.7096 | 1.5118 | 1.637 | 1.3951 |
Largest Winning Trade | 277263 | 277263 | 61507 | 32289708 | 27439657 | 32289708 |
Largest Losing Trade | -27005 | -23503 | -27005 | -24756029 | -13640878 | -24756029 |
Avg Bars in Trades | 47 | 39 | 56 | 47 | 39 | 56 |
Avg Bars in Winners | 70 | 57 | 82 | 70 | 57 | 82 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 4895 | 2028 | 2866 | 4895 | 2028 | 2866 |
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 | 498283 | -168561 | -417144 | 420738 | -168466 | -170532 |
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{ "first_band": { "type": "midprice", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 10, "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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