Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822333.5352 | 925704.3996 | -103370.8644 | -20267.0899 | 145464.5903 | -165731.6802 |
Total P&L (%) | 822.3335 | 925.7044 | -103.3709 | -20.2671 | 145.4646 | -165.7317 |
Avg Daily Profit (%) | 0.3286 | 0.3699 | -0.0413 | -0.0091 | 0.0359 | 0 |
Buy And Hold Return (%) | 398.8469 | 398.8469 | 398.8469 | 398.8469 | 398.8469 | 398.8469 |
Max Trade Drawdown | -199408 | -161003 | -144820 | -797694 | -696615 | -197024 |
Profit Factor | 2.6237 | 4.0678 | 0.495 | 0.9816 | 1.1705 | 0.3302 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 44.6154 | 50 | 39.3939 | 44.6154 | 50 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.257 | 4.0678 | 0.7616 | 1.2185 | 1.1705 | 0.5079 |
Largest Winning Trade | 848080 | 848080 | 28567 | 765275 | 765275 | 26098 |
Largest Losing Trade | -58638 | -58638 | -45142 | -496665 | -496665 | -60414 |
Avg Bars in Trades | 66 | 110 | 24 | 66 | 110 | 24 |
Avg Bars in Winners | 83 | 123 | 34 | 83 | 123 | 34 |
Avg Bars in Losers | 53 | 97 | 18 | 53 | 97 | 18 |
Bars Traded | 4343 | 3531 | 812 | 4343 | 3531 | 812 |
Profit Streak | 0 | 100.3749 | 0 | 0 | 100.3749 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130707 | 445678 | -584649 | -717482 | -343141 | -584649 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 160, "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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