Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349116.4491 | 437952.1303 | -88835.6812 | -91579.1466 | 38767.2852 | -130346.4318 |
Total P&L (%) | 349.1164 | 437.9521 | -88.8357 | -91.5791 | 38.7673 | -130.3464 |
Avg Daily Profit (%) | 0.2183 | 0.2738 | -0.0555 | -0.1546 | 0.0205 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262850 | -206951 | -112897 | -380902 | -268352 | -135801 |
Profit Factor | 1.3574 | 1.6738 | 0.7284 | 0.8662 | 1.0898 | 0.4842 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 46.9136 | 41.9753 | 51.8519 | 46.9136 | 41.9753 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.536 | 2.3138 | 0.6763 | 0.9801 | 1.5065 | 0.4497 |
Largest Winning Trade | 389658 | 389658 | 21708 | 309814 | 309814 | 20300 |
Largest Losing Trade | -47537 | -47537 | -33168 | -93617 | -93617 | -56732 |
Avg Bars in Trades | 114 | 194 | 35 | 114 | 194 | 35 |
Avg Bars in Winners | 129 | 235 | 43 | 129 | 235 | 43 |
Avg Bars in Losers | 102 | 165 | 25 | 102 | 165 | 25 |
Bars Traded | 18620 | 15784 | 2835 | 18620 | 15784 | 2835 |
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 | 322969 | -3655 | -592496 | -581129 | -303507 | -592496 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 79, "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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