Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704342.2114 | 548249.2392 | 156092.9723 | 1246891.7232 | 533020.6676 | 713871.0556 |
Total P&L (%) | 704.3422 | 548.2492 | 156.093 | 1246.8917 | 533.0207 | 713.8711 |
Avg Daily Profit (%) | 0.4418 | 0.3439 | 0.0979 | 0.1632 | 0.1158 | 0.1316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110710 | -81100 | -49670 | -1370649 | -1647622 | -533512 |
Profit Factor | 2.5181 | 2.9127 | 1.8803 | 1.2904 | 1.1922 | 1.4697 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 40.5797 | 37.1429 | 44.1176 | 40.5797 | 37.1429 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.6873 | 4.9291 | 2.3818 | 1.8895 | 2.0175 | 1.8616 |
Largest Winning Trade | 335338 | 335338 | 70173 | 1254118 | 1254118 | 679448 |
Largest Losing Trade | -27947 | -26180 | -27947 | -598468 | -598468 | -456998 |
Avg Bars in Trades | 90 | 75 | 106 | 90 | 75 | 106 |
Avg Bars in Winners | 153 | 142 | 163 | 153 | 142 | 163 |
Avg Bars in Losers | 47 | 35 | 61 | 47 | 35 | 61 |
Bars Traded | 6266 | 2642 | 3624 | 6266 | 2642 | 3624 |
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 | -95036 | 353498 | -60995 | -101081 | -51014 | -16997 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 90, "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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