Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1646633.0539 | 1539857.6976 | 106775.3564 | 5609604.2063 | 9463324.3299 | -3853720.1236 |
Total P&L (%) | 1646.6331 | 1539.8577 | 106.7754 | 5609.6042 | 9463.3243 | -3853.7201 |
Avg Daily Profit (%) | 0.9034 | 0.8448 | 0.0586 | 0.2222 | 0.2505 | 0 |
Buy And Hold Return (%) | 829.863 | 829.863 | 829.863 | 829.863 | 829.863 | 829.863 |
Max Trade Drawdown | -138022 | -71211 | -95914 | -19257846 | -8021104 | -13077992 |
Profit Factor | 4.2055 | 6.4081 | 1.4663 | 1.1348 | 1.4503 | 0.8129 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 45.5556 | 46.6667 | 44.4444 | 45.5556 | 46.6667 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.0261 | 7.3235 | 1.8329 | 1.3562 | 1.6575 | 1.0161 |
Largest Winning Trade | 919989 | 919989 | 59680 | 15913879 | 15913879 | 3424197 |
Largest Losing Trade | -41122 | -33986 | -41122 | -7755568 | -3826101 | -7755568 |
Avg Bars in Trades | 112 | 120 | 104 | 112 | 120 | 104 |
Avg Bars in Winners | 143 | 144 | 143 | 143 | 144 | 143 |
Avg Bars in Losers | 87 | 100 | 74 | 87 | 100 | 74 |
Bars Traded | 10157 | 5442 | 4715 | 10157 | 5442 | 4715 |
Profit Streak | 0 | 104.8902 | 0 | 0 | 104.8902 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431486 | 475637 | -280357 | -65668 | 356895 | -581205 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "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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