Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303779.0362 | 420019.4404 | -116240.4042 | -107902.8803 | 163037.2839 | -270940.1642 |
Total P&L (%) | 303.779 | 420.0194 | -116.2404 | -107.9029 | 163.0373 | -270.9402 |
Avg Daily Profit (%) | 0.1321 | 0.1827 | -0.0506 | 0 | 0.0421 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -371368 | -152723 | -279453 | -329555 | -65212 | -295379 |
Profit Factor | 1.4408 | 2.7586 | 0.7418 | 0.7784 | 3.2521 | 0.3463 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 16 | 17 | 31 | 19 | 12 |
Losing Trades | 30 | 15 | 15 | 32 | 12 | 20 |
Profitability (%) | 52.381 | 51.6129 | 53.125 | 49.2063 | 61.2903 | 37.5 |
Ratio Avg Win / Avg Loss | 1.3099 | 2.5862 | 0.6546 | 0.8035 | 2.054 | 0.5771 |
Largest Winning Trade | 347166 | 347166 | 70117 | 118415 | 118415 | 58526 |
Largest Losing Trade | -119432 | -80758 | -119432 | -134256 | -45153 | -134256 |
Avg Bars in Trades | 66 | 93 | 40 | 66 | 93 | 40 |
Avg Bars in Winners | 53 | 48 | 57 | 80 | 118 | 19 |
Avg Bars in Losers | 80 | 141 | 19 | 53 | 55 | 52 |
Bars Traded | 4189 | 2906 | 1283 | 4189 | 2906 | 1283 |
Profit Streak | 117.5523 | 124.0523 | 117.5523 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165452 | 484992 | -579841 | -732086 | -129076 | -585671 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 189, "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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