Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464646.2577 | 252119.0798 | 212527.178 | 1599626.9191 | 2160864.389 | -561237.4699 |
Total P&L (%) | 464.6463 | 252.1191 | 212.5272 | 1599.6269 | 2160.8644 | -561.2375 |
Avg Daily Profit (%) | 0.276 | 0.1498 | 0.1262 | 0.1684 | 0.1854 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95192 | -36297 | -83942 | -3236118 | -978727 | -2896459 |
Profit Factor | 1.7168 | 1.8081 | 1.632 | 1.1269 | 1.4407 | 0.9271 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 55.3672 | 57.3034 | 53.4091 | 55.3672 | 57.3034 | 53.4091 |
Ratio Avg Win / Avg Loss | 1.3839 | 1.3472 | 1.4237 | 0.9084 | 1.0735 | 0.8088 |
Largest Winning Trade | 94751 | 94751 | 43786 | 1287249 | 580236 | 1287249 |
Largest Losing Trade | -42744 | -20784 | -42744 | -1986950 | -697029 | -1986950 |
Avg Bars in Trades | 111 | 91 | 132 | 111 | 91 | 132 |
Avg Bars in Winners | 110 | 90 | 133 | 110 | 90 | 133 |
Avg Bars in Losers | 112 | 92 | 130 | 112 | 92 | 130 |
Bars Traded | 19742 | 8124 | 11618 | 19742 | 8124 | 11618 |
Profit Streak | 0 | 0 | 10.8921 | 0 | 0 | 10.8921 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433293 | 353580 | -21739 | -73210 | 341539 | -580011 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 54, "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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