Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320690.8251 | 1272271.9218 | 48418.9032 | 3498938.8173 | 3651851.2004 | -152912.3831 |
Total P&L (%) | 1320.6908 | 1272.2719 | 48.4189 | 3498.9388 | 3651.8512 | -152.9124 |
Avg Daily Profit (%) | 0.7201 | 0.6937 | 0.0264 | 0.1956 | 0.1978 | 0 |
Buy And Hold Return (%) | 583.8926 | 583.8926 | 583.8926 | 583.8926 | 583.8926 | 583.8926 |
Max Trade Drawdown | -72408 | -58434 | -70430 | -4178657 | -2672454 | -2283137 |
Profit Factor | 3.0973 | 5.5017 | 1.1395 | 1.2279 | 1.5532 | 0.9825 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 40.566 | 37.7358 | 43.3962 | 40.566 | 37.7358 | 43.3962 |
Ratio Avg Win / Avg Loss | 4.5379 | 9.0777 | 1.4863 | 1.799 | 2.5628 | 1.2816 |
Largest Winning Trade | 761946 | 761946 | 77138 | 3566671 | 3566671 | 1887371 |
Largest Losing Trade | -50778 | -24933 | -50778 | -1509185 | -1509185 | -1212384 |
Avg Bars in Trades | 51 | 49 | 53 | 51 | 49 | 53 |
Avg Bars in Winners | 87 | 82 | 91 | 87 | 82 | 91 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 5411 | 2598 | 2813 | 5411 | 2598 | 2813 |
Profit Streak | 26.6874 | 29.0207 | 0 | 26.6874 | 29.0207 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374850 | -169560 | -573080 | 188534 | -174019 | -761734 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 12, "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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