Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2483934.8842 | 2466943.0621 | 16991.8222 | 509104.3339 | 1130295.3334 | -621190.9995 |
Total P&L (%) | 2483.9349 | 2466.9431 | 16.9918 | 509.1043 | 1130.2953 | -621.191 |
Avg Daily Profit (%) | 1.3252 | 1.3162 | 0.0091 | 0.0964 | 0.134 | 0 |
Buy And Hold Return (%) | 490.6191 | 490.6191 | 490.6191 | 490.6191 | 490.6191 | 490.6191 |
Max Trade Drawdown | -108485 | -146515 | -71221 | -4911865 | -5856419 | -2056457 |
Profit Factor | 4.8876 | 6.9687 | 1.0753 | 1.0338 | 1.1094 | 0.8682 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 10 | 22 | 32 | 10 | 22 |
Losing Trades | 37 | 24 | 13 | 37 | 24 | 13 |
Profitability (%) | 46.3768 | 29.4118 | 62.8571 | 46.3768 | 29.4118 | 62.8571 |
Ratio Avg Win / Avg Loss | 5.6513 | 16.725 | 0.6354 | 1.1954 | 2.6626 | 0.5131 |
Largest Winning Trade | 1839835 | 1839835 | 28815 | 4678009 | 4678009 | 594283 |
Largest Losing Trade | -71221 | -54138 | -71221 | -2056457 | -1202360 | -2056457 |
Avg Bars in Trades | 74 | 110 | 39 | 74 | 110 | 39 |
Avg Bars in Winners | 82 | 161 | 46 | 82 | 161 | 46 |
Avg Bars in Losers | 66 | 88 | 26 | 66 | 88 | 26 |
Bars Traded | 5114 | 3749 | 1365 | 5114 | 3749 | 1365 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87643 | 375846 | -484190 | -508843 | -128040 | -579121 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 184, "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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