Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905847.7861 | 794562.1908 | 111285.5952 | 6683361.9763 | 6012993.5129 | 670368.4634 |
Total P&L (%) | 905.8478 | 794.5622 | 111.2856 | 6683.362 | 6012.9935 | 670.3685 |
Avg Daily Profit (%) | 0.3624 | 0.3179 | 0.0445 | 0.1689 | 0.1647 | 0.0817 |
Buy And Hold Return (%) | 674.0188 | 674.0188 | 674.0188 | 674.0188 | 674.0188 | 674.0188 |
Max Trade Drawdown | -77284 | -87048 | -40746 | -4753121 | -2734737 | -2774804 |
Profit Factor | 2.4194 | 2.9335 | 1.4897 | 1.5029 | 1.7329 | 1.1319 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 46.4052 | 42.1053 | 50.6494 | 46.4052 | 42.1053 | 50.6494 |
Ratio Avg Win / Avg Loss | 2.7942 | 4.0335 | 1.4515 | 1.7358 | 2.3827 | 1.1028 |
Largest Winning Trade | 317959 | 317959 | 41344 | 4178337 | 4178337 | 2354866 |
Largest Losing Trade | -30965 | -30965 | -26390 | -2734737 | -2734737 | -1204685 |
Avg Bars in Trades | 89 | 112 | 67 | 89 | 112 | 67 |
Avg Bars in Winners | 125 | 164 | 94 | 125 | 164 | 94 |
Avg Bars in Losers | 57 | 73 | 39 | 57 | 73 | 39 |
Bars Traded | 13686 | 8512 | 5174 | 13686 | 8512 | 5174 |
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 | -45331 | -148018 | -339846 | 345983 | -41507 | -366556 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "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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