Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1263816.4772 | 1164107.5193 | 99708.958 | 271890.3259 | 417402.2179 | -145511.892 |
Total P&L (%) | 1263.8165 | 1164.1075 | 99.709 | 271.8903 | 417.4022 | -145.5119 |
Avg Daily Profit (%) | 0.532 | 0.49 | 0.042 | 0.0553 | 0.0692 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191909 | -163888 | -87313 | -1337145 | -858449 | -519728 |
Profit Factor | 2.9791 | 4.0311 | 1.3918 | 1.1313 | 1.3379 | 0.826 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 47.541 | 48.3871 | 46.6667 | 47.541 | 48.3871 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.2873 | 4.2998 | 1.5906 | 1.2483 | 1.4271 | 0.944 |
Largest Winning Trade | 919753 | 919753 | 67014 | 988453 | 988453 | 177267 |
Largest Losing Trade | -54750 | -54750 | -40781 | -515940 | -515940 | -277962 |
Avg Bars in Trades | 151 | 150 | 153 | 151 | 150 | 153 |
Avg Bars in Winners | 220 | 222 | 218 | 220 | 222 | 218 |
Avg Bars in Losers | 89 | 83 | 95 | 89 | 83 | 95 |
Bars Traded | 9265 | 4671 | 4594 | 9265 | 4671 | 4594 |
Profit Streak | 0 | 0 | 70.3858 | 0 | 0 | 70.3858 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150390 | 609623 | -135870 | -362163 | -100869 | -581563 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 118, "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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