Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574013.5586 | 375526.7975 | 198486.761 | 461152.5147 | -234670.8127 | 695823.3274 |
Total P&L (%) | 574.0136 | 375.5268 | 198.4868 | 461.1525 | -234.6708 | 695.8233 |
Avg Daily Profit (%) | 0.3181 | 0.2081 | 0.11 | 0.0956 | 0 | 0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147767 | -113023 | -45380 | -1789029 | -1648215 | -755077 |
Profit Factor | 1.6264 | 1.6855 | 1.5385 | 1.0598 | 0.9492 | 1.2246 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 108 | 47 | 61 | 108 | 47 | 61 |
Losing Trades | 179 | 97 | 82 | 179 | 97 | 82 |
Profitability (%) | 37.6307 | 32.6389 | 42.6573 | 37.6307 | 32.6389 | 42.6573 |
Ratio Avg Win / Avg Loss | 2.6956 | 3.4785 | 2.0682 | 1.7565 | 1.9589 | 1.6462 |
Largest Winning Trade | 332080 | 332080 | 54835 | 1086875 | 1086875 | 298005 |
Largest Losing Trade | -27351 | -27351 | -26660 | -386340 | -386340 | -224684 |
Avg Bars in Trades | 74 | 80 | 68 | 74 | 80 | 68 |
Avg Bars in Winners | 109 | 124 | 97 | 109 | 124 | 97 |
Avg Bars in Losers | 53 | 58 | 47 | 53 | 58 | 47 |
Bars Traded | 21405 | 11566 | 9839 | 21405 | 11566 | 9839 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317417 | 142535 | -46524 | -222283 | -584924 | -41337 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 145, "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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