Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513009.2305 | 396304.1253 | 116705.1052 | 474742.0286 | 180486.7732 | 294255.2554 |
Total P&L (%) | 513.0092 | 396.3041 | 116.7051 | 474.742 | 180.4868 | 294.2553 |
Avg Daily Profit (%) | 0.3171 | 0.2449 | 0.0721 | 0.1081 | 0.0638 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87525 | -135643 | -171678 | -328725 | -348044 | -291132 |
Profit Factor | 1.5134 | 1.7455 | 1.2496 | 1.2256 | 1.1402 | 1.3601 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 99 | 42 | 57 | 99 | 42 | 57 |
Losing Trades | 123 | 69 | 54 | 123 | 69 | 54 |
Profitability (%) | 44.5946 | 37.8378 | 51.3514 | 44.5946 | 37.8378 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.8803 | 2.8676 | 1.1838 | 1.5228 | 1.8733 | 1.2885 |
Largest Winning Trade | 139387 | 139387 | 57962 | 319423 | 319423 | 141505 |
Largest Losing Trade | -33113 | -33113 | -26400 | -238625 | -238625 | -62954 |
Avg Bars in Trades | 84 | 71 | 98 | 84 | 71 | 98 |
Avg Bars in Winners | 123 | 97 | 143 | 123 | 97 | 143 |
Avg Bars in Losers | 53 | 54 | 51 | 53 | 54 | 51 |
Bars Traded | 18807 | 7888 | 10919 | 18807 | 7888 | 10919 |
Profit Streak | 0 | 0 | 493.454 | 0 | 0 | 493.454 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381500 | 227723 | -96357 | -48820 | -177930 | -78759 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "offset": 0 } } }
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# | 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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