Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139705.0184 | 1185393.0808 | -45688.0624 | 235465.1817 | 591482.6546 | -356017.4729 |
Total P&L (%) | 1139.705 | 1185.3931 | -45.6881 | 235.4652 | 591.4827 | -356.0175 |
Avg Daily Profit (%) | 0.6286 | 0.6538 | -0.0252 | 0.0668 | 0.1067 | 0 |
Buy And Hold Return (%) | 513.5487 | 513.5487 | 513.5487 | 513.5487 | 513.5487 | 513.5487 |
Max Trade Drawdown | -170125 | -108794 | -109723 | -666129 | -435362 | -435374 |
Profit Factor | 2.5611 | 3.9583 | 0.8613 | 1.0873 | 1.4123 | 0.7184 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 37.0787 | 36.3636 | 37.7778 | 37.0787 | 36.3636 | 37.7778 |
Ratio Avg Win / Avg Loss | 4.3462 | 6.927 | 1.4186 | 1.845 | 2.4716 | 1.1832 |
Largest Winning Trade | 762045 | 762045 | 73527 | 633618 | 633618 | 172120 |
Largest Losing Trade | -40620 | -40620 | -29597 | -190435 | -150148 | -190435 |
Avg Bars in Trades | 114 | 145 | 85 | 114 | 145 | 85 |
Avg Bars in Winners | 202 | 251 | 156 | 202 | 251 | 156 |
Avg Bars in Losers | 63 | 84 | 42 | 63 | 84 | 42 |
Bars Traded | 10221 | 6383 | 3838 | 10221 | 6383 | 3838 |
Profit Streak | 84.757 | 0 | 89.757 | 84.757 | 0 | 89.757 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 249389 | 319269 | -583239 | -397214 | -172047 | -583239 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 29, "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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