Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604391.0761 | 373662.9554 | 230728.1207 | 3100945.4952 | 2131434.3821 | 969511.1131 |
Total P&L (%) | 604.3911 | 373.663 | 230.7281 | 3100.9455 | 2131.4344 | 969.5111 |
Avg Daily Profit (%) | 0.3597 | 0.2224 | 0.1373 | 0.2065 | 0.185 | 0.1411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78053 | -78008 | -56433 | -4036946 | -1445629 | -2764915 |
Profit Factor | 2.2267 | 2.3489 | 2.0697 | 1.3237 | 1.4546 | 1.1982 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 38.6555 | 32.2034 | 45 | 38.6555 | 32.2034 | 45 |
Ratio Avg Win / Avg Loss | 3.5336 | 4.945 | 2.5297 | 2.1007 | 3.0623 | 1.4645 |
Largest Winning Trade | 195943 | 195943 | 51738 | 2057859 | 2057859 | 999878 |
Largest Losing Trade | -17055 | -15965 | -17055 | -900884 | -859062 | -900884 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 74 | 73 | 75 | 74 | 73 | 75 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 4926 | 2163 | 2763 | 4926 | 2163 | 2763 |
Profit Streak | 38.7832 | 0 | 48.1166 | 38.7832 | 0 | 48.1166 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363261 | -171593 | -176353 | 211801 | -173830 | -177245 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 22, "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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