Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725792.6833 | 608228.4317 | 117564.2516 | 1539859.5945 | 713850.0239 | 826009.5706 |
Total P&L (%) | 725.7927 | 608.2284 | 117.5643 | 1539.8596 | 713.85 | 826.0096 |
Avg Daily Profit (%) | 0.3671 | 0.3077 | 0.0595 | 0.1416 | 0.1061 | 0.1126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110219 | -90586 | -149123 | -2387112 | -1275062 | -1502176 |
Profit Factor | 1.5917 | 2.0232 | 1.186 | 1.157 | 1.1346 | 1.1834 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 194 | 101 | 93 | 194 | 101 | 93 |
Profitability (%) | 36.1842 | 33.5526 | 38.8158 | 36.1842 | 33.5526 | 38.8158 |
Ratio Avg Win / Avg Loss | 2.8072 | 4.0067 | 1.8694 | 2.0406 | 2.247 | 1.8653 |
Largest Winning Trade | 218473 | 218473 | 63903 | 1083501 | 1083501 | 446837 |
Largest Losing Trade | -27864 | -18867 | -27864 | -306270 | -306270 | -284833 |
Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Winners | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 5844 | 2971 | 2873 | 5844 | 2971 | 2873 |
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 | 321790 | 249315 | -132194 | -53812 | -128118 | -63744 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 7, "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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