Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101140.1005 | 25387.8225 | 75752.278 | 82565.2644 | -4004.7257 | 86569.9901 |
Total P&L (%) | 101.1401 | 25.3878 | 75.7523 | 82.5653 | -4.0047 | 86.57 |
Avg Daily Profit (%) | 0.1942 | 0.0487 | 0.1454 | 0.1156 | -0.0078 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55220 | -48909 | -27429 | -85593 | -96437 | -51755 |
Profit Factor | 1.3118 | 1.1373 | 1.543 | 1.1659 | 0.986 | 1.4076 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 50.8333 | 45 | 56.6667 | 50.8333 | 45 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.2687 | 1.39 | 1.18 | 1.1277 | 1.2051 | 1.0764 |
Largest Winning Trade | 24101 | 24101 | 21990 | 39360 | 39360 | 35716 |
Largest Losing Trade | -23678 | -23678 | -15943 | -32166 | -32166 | -27469 |
Avg Bars in Trades | 203 | 225 | 181 | 203 | 225 | 181 |
Avg Bars in Winners | 209 | 252 | 175 | 209 | 252 | 175 |
Avg Bars in Losers | 197 | 202 | 190 | 197 | 202 | 190 |
Bars Traded | 24432 | 13515 | 10917 | 24432 | 13515 | 10917 |
Profit Streak | 11.5358 | 35.1817 | 11.5358 | 11.5358 | 35.1817 | 11.5358 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312279 | -371547 | -165564 | -75655 | -749813 | -200570 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 158, "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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