Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118939.5029 | 50203.4835 | 68736.0193 | 28706.4096 | -1024.1505 | 29730.5601 |
Total P&L (%) | 118.9395 | 50.2035 | 68.736 | 28.7064 | -1.0242 | 29.7306 |
Avg Daily Profit (%) | 0.2284 | 0.0964 | 0.132 | 0.0485 | -0.002 | 0.05 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155697 | -123149 | -63939 | -156232 | -111442 | -68398 |
Profit Factor | 1.2775 | 1.2066 | 1.3701 | 1.0773 | 0.9952 | 1.1862 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 72.4359 | 69.2308 | 75.641 | 72.4359 | 69.2308 | 75.641 |
Ratio Avg Win / Avg Loss | 0.4861 | 0.5363 | 0.4412 | 0.4099 | 0.4423 | 0.382 |
Largest Winning Trade | 36843 | 36843 | 23557 | 27024 | 27024 | 14109 |
Largest Losing Trade | -53563 | -39321 | -53563 | -67316 | -67316 | -55002 |
Avg Bars in Trades | 157 | 188 | 126 | 157 | 188 | 126 |
Avg Bars in Winners | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Losers | 392 | 448 | 321 | 392 | 448 | 321 |
Bars Traded | 24598 | 14704 | 9894 | 24598 | 14704 | 9894 |
Profit Streak | 7.696 | 7.696 | 24.5501 | 7.696 | 7.696 | 24.5501 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390994 | -99337 | -48040 | -263854 | -612357 | -176580 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 221, "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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