Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333586.5216 | 433790.4951 | -100203.9735 | -120904.9531 | 153448.426 | -274353.3791 |
Total P&L (%) | 333.5865 | 433.7905 | -100.204 | -120.905 | 153.4484 | -274.3534 |
Avg Daily Profit (%) | 0.1459 | 0.1897 | -0.0438 | 0 | 0.0407 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -300785 | -166377 | -266690 | -368447 | -91468 | -344071 |
Profit Factor | 1.4081 | 2.2344 | 0.785 | 0.7951 | 2.1231 | 0.3951 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 41 | 23 | 18 | 33 | 17 | 16 |
Losing Trades | 36 | 15 | 21 | 44 | 21 | 23 |
Profitability (%) | 53.2468 | 60.5263 | 46.1538 | 42.8571 | 44.7368 | 41.0256 |
Ratio Avg Win / Avg Loss | 1.2364 | 1.4572 | 0.9158 | 1.0602 | 2.6226 | 0.5679 |
Largest Winning Trade | 310179 | 310179 | 69955 | 102837 | 102837 | 89513 |
Largest Losing Trade | -125384 | -63004 | -125384 | -127480 | -56629 | -127480 |
Avg Bars in Trades | 54 | 76 | 33 | 54 | 76 | 33 |
Avg Bars in Winners | 44 | 46 | 42 | 70 | 113 | 25 |
Avg Bars in Losers | 66 | 122 | 26 | 43 | 46 | 39 |
Bars Traded | 4231 | 2908 | 1322 | 4231 | 2908 | 1322 |
Profit Streak | 142.7865 | 142.7865 | 382.7865 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42084 | 454448 | -580854 | -628166 | -136572 | -584247 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 132, "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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