Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215999.9698 | 1289061.9639 | -73061.9941 | -90566.1321 | -40396.4905 | -50169.6416 |
Total P&L (%) | 1216 | 1289.062 | -73.062 | -90.5661 | -40.3965 | -50.1696 |
Avg Daily Profit (%) | 0.5171 | 0.5482 | -0.0311 | -0.1003 | -0.022 | -0.0296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140003 | -155927 | -185969 | -145119 | -118700 | -101145 |
Profit Factor | 2.0626 | 2.7009 | 0.811 | 0.8347 | 0.8926 | 0.7082 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 41.3978 | 41.9355 | 40.8602 | 41.3978 | 41.9355 | 40.8602 |
Ratio Avg Win / Avg Loss | 2.9197 | 3.7397 | 1.1738 | 1.1816 | 1.2359 | 1.025 |
Largest Winning Trade | 1411828 | 1411828 | 50041 | 144321 | 144321 | 19781 |
Largest Losing Trade | -62711 | -45331 | -62711 | -37884 | -36503 | -37884 |
Avg Bars in Trades | 49 | 76 | 22 | 49 | 76 | 22 |
Avg Bars in Winners | 67 | 105 | 28 | 67 | 105 | 28 |
Avg Bars in Losers | 37 | 56 | 18 | 37 | 56 | 18 |
Bars Traded | 9246 | 7145 | 2101 | 9246 | 7145 | 2101 |
Profit Streak | 18.7103 | 0 | 47.2103 | 18.7103 | 0 | 47.2103 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462921 | 458082 | -582134 | -580921 | -582553 | -582134 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 24, "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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