Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260129.7573 | 433564.4355 | -173434.6782 | -99973.2908 | -19755.5493 | -80217.7415 |
Total P&L (%) | 260.1298 | 433.5644 | -173.4347 | -99.9733 | -19.7555 | -80.2177 |
Avg Daily Profit (%) | 0.1409 | 0.2348 | -0.0939 | -0.4446 | -0.0119 | -0.0877 |
Buy And Hold Return (%) | 114.9901 | 114.9901 | 114.9901 | 114.9901 | 114.9901 | 114.9901 |
Max Trade Drawdown | -199662 | -73016 | -195789 | -77404 | -416 | -3544 |
Profit Factor | 1.2061 | 2.046 | 0.7954 | 0.0492 | 0.1536 | 0.0194 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 60.8434 | 59.0361 | 62.6506 | 60.8434 | 59.0361 | 62.6506 |
Ratio Avg Win / Avg Loss | 0.7762 | 1.4197 | 0.4742 | 0.0317 | 0.1066 | 0.0116 |
Largest Winning Trade | 138831 | 138831 | 65449 | 1137 | 1137 | 611 |
Largest Losing Trade | -99108 | -32031 | -99108 | -76721 | -22588 | -76721 |
Avg Bars in Trades | 64 | 55 | 74 | 64 | 55 | 74 |
Avg Bars in Winners | 55 | 38 | 72 | 55 | 38 | 72 |
Avg Bars in Losers | 79 | 79 | 78 | 79 | 79 | 78 |
Bars Traded | 10784 | 4583 | 6201 | 10784 | 4583 | 6201 |
Profit Streak | 33.0143 | 0 | 38.8476 | 33.0143 | 0 | 38.8476 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9451 | 337944 | -578645 | -577684 | -579383 | -578368 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 83, "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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