Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1501072.011 | 1575761.442 | -74689.4309 | 40422.5525 | 1231591.4669 | -1191168.9144 |
Total P&L (%) | 1501.072 | 1575.7614 | -74.6894 | 40.4226 | 1231.5915 | -1191.1689 |
Avg Daily Profit (%) | 0.8259 | 0.867 | -0.0411 | 0.0187 | 0.1425 | 0 |
Buy And Hold Return (%) | 619.751 | 619.751 | 619.751 | 619.751 | 619.751 | 619.751 |
Max Trade Drawdown | -231190 | -199039 | -100036 | -2582861 | -1876931 | -1293954 |
Profit Factor | 2.2163 | 3.0083 | 0.8338 | 1.0051 | 1.2511 | 0.6051 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Losing Trades | 196 | 105 | 91 | 196 | 105 | 91 |
Profitability (%) | 34.8837 | 30 | 39.7351 | 34.8837 | 30 | 39.7351 |
Ratio Avg Win / Avg Loss | 4.1372 | 7.0193 | 1.2646 | 1.8762 | 2.9192 | 0.9177 |
Largest Winning Trade | 1211953 | 1211953 | 37694 | 1319177 | 1319177 | 350777 |
Largest Losing Trade | -33777 | -33777 | -21268 | -536777 | -536777 | -370709 |
Avg Bars in Trades | 35 | 54 | 17 | 35 | 54 | 17 |
Avg Bars in Winners | 56 | 100 | 23 | 56 | 100 | 23 |
Avg Bars in Losers | 24 | 34 | 13 | 24 | 34 | 13 |
Bars Traded | 10761 | 8189 | 2572 | 10761 | 8189 | 2572 |
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 | 324959 | 284585 | -582589 | -551784 | -15950 | -584256 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "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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