Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220993.8549 | -9624.0198 | 230617.8747 | 125393.9414 | -89463.7601 | 214857.7015 |
Total P&L (%) | 220.9939 | -9.624 | 230.6179 | 125.3939 | -89.4638 | 214.8577 |
Avg Daily Profit (%) | 0.1448 | -0.0063 | 0.1511 | 0.0533 | -0.1474 | 0.0752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112393 | -129403 | -48789 | -425301 | -420977 | -160385 |
Profit Factor | 1.3353 | 0.9769 | 1.9532 | 1.0901 | 0.8945 | 1.3952 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 94 | 36 | 58 | 94 | 36 | 58 |
Losing Trades | 110 | 66 | 44 | 110 | 66 | 44 |
Profitability (%) | 46.0784 | 35.2941 | 56.8627 | 46.0784 | 35.2941 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.5625 | 1.791 | 1.4818 | 1.2757 | 1.6399 | 1.0584 |
Largest Winning Trade | 76442 | 76442 | 42561 | 265847 | 265847 | 114991 |
Largest Losing Trade | -40228 | -40228 | -31317 | -116904 | -116904 | -64802 |
Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Winners | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Losers | 33 | 37 | 26 | 33 | 37 | 26 |
Bars Traded | 8849 | 4617 | 4232 | 8849 | 4617 | 4232 |
Profit Streak | 0 | 0 | 55.4917 | 0 | 0 | 55.4917 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 44604 | -584001 | 394967 | -243636 | -584001 | -90719 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 105, "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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