Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499444.8454 | 416557.6201 | 82887.2253 | 345839.0749 | -367471.4993 | 713310.5742 |
Total P&L (%) | 499.4448 | 416.5576 | 82.8872 | 345.8391 | -367.4715 | 713.3106 |
Avg Daily Profit (%) | 0.268 | 0.2235 | 0.0445 | 0.0802 | 0 | 0.1125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88043 | -97348 | -27031 | -1261686 | -1269898 | -345381 |
Profit Factor | 2.3906 | 2.7377 | 1.694 | 1.1 | 0.851 | 1.7187 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 50 | 40.5405 | 59.4595 | 50 | 40.5405 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.3906 | 4.0153 | 1.155 | 1.1 | 1.2481 | 1.1718 |
Largest Winning Trade | 426970 | 426970 | 26819 | 477215 | 477215 | 274252 |
Largest Losing Trade | -30974 | -30974 | -21505 | -528896 | -528896 | -154590 |
Avg Bars in Trades | 46 | 65 | 27 | 46 | 65 | 27 |
Avg Bars in Winners | 59 | 96 | 34 | 59 | 96 | 34 |
Avg Bars in Losers | 33 | 43 | 18 | 33 | 43 | 18 |
Bars Traded | 3438 | 2405 | 1033 | 3438 | 2405 | 1033 |
Profit Streak | 0 | 103.0833 | 0 | 0 | 103.0833 | 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 | -56021 | 357612 | -129892 | -265117 | -582223 | -38684 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 37, "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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