Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1574550.6764 | 1239906.0026 | 334644.6738 | 52892742.0569 | 5717632.1121 | 47175109.9448 |
Total P&L (%) | 1574.5507 | 1239.906 | 334.6447 | 52892.7421 | 5717.6321 | 47175.1099 |
Avg Daily Profit (%) | 0.882 | 0.6945 | 0.1875 | 0.352 | 0.2279 | 0.3456 |
Buy And Hold Return (%) | 318.8667 | 318.8667 | 318.8667 | 318.8667 | 318.8667 | 318.8667 |
Max Trade Drawdown | -37793 | -110349 | -21242 | -25865298 | -22920300 | -11660942 |
Profit Factor | 6.3986 | 6.4827 | 6.1083 | 1.9433 | 1.1396 | 4.1201 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 58.8785 | 52.8302 | 64.8148 | 58.8785 | 52.8302 | 64.8148 |
Ratio Avg Win / Avg Loss | 4.4689 | 5.7881 | 3.3159 | 1.3572 | 1.0175 | 2.2366 |
Largest Winning Trade | 1050826 | 1050826 | 41128 | 16250663 | 10727743 | 16250663 |
Largest Losing Trade | -31796 | -31796 | -12438 | -10326983 | -10326983 | -4710723 |
Avg Bars in Trades | 58 | 70 | 48 | 58 | 70 | 48 |
Avg Bars in Winners | 75 | 84 | 68 | 75 | 84 | 68 |
Avg Bars in Losers | 34 | 53 | 9 | 34 | 53 | 9 |
Bars Traded | 6308 | 3713 | 2595 | 6308 | 3713 | 2595 |
Profit Streak | 0 | 22.2864 | 0 | 0 | 22.2864 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 785246 | -160668 | -312476 | 480669 | -237809 | -161703 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 175, "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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