Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853107.2023 | 752826.3671 | 100280.8352 | 8469603.906 | 10531351.2212 | -2061747.3151 |
Total P&L (%) | 853.1072 | 752.8264 | 100.2808 | 8469.6039 | 10531.3512 | -2061.7473 |
Avg Daily Profit (%) | 0.4672 | 0.4123 | 0.0549 | 0.244 | 0.2559 | 0 |
Buy And Hold Return (%) | 693.1382 | 693.1382 | 693.1382 | 693.1382 | 693.1382 | 693.1382 |
Max Trade Drawdown | -82481 | -67799 | -76763 | -7647477 | -5958024 | -5079415 |
Profit Factor | 1.8685 | 2.5989 | 1.1961 | 1.1712 | 1.4468 | 0.9204 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 47.541 | 45.9016 | 49.1803 | 47.541 | 45.9016 | 49.1803 |
Ratio Avg Win / Avg Loss | 2.0618 | 3.0629 | 1.2359 | 1.2923 | 1.7051 | 0.9511 |
Largest Winning Trade | 185809 | 185809 | 72253 | 3751389 | 3751389 | 2737730 |
Largest Losing Trade | -30989 | -27501 | -30989 | -2420817 | -1998492 | -2420817 |
Avg Bars in Trades | 29 | 26 | 31 | 29 | 26 | 31 |
Avg Bars in Winners | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 7186 | 3286 | 3900 | 7186 | 3286 | 3900 |
Profit Streak | 0 | 22.619 | 0 | 0 | 22.619 | 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 | -79510 | -125177 | -290760 | -23244 | 345907 | -581326 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "sinwma", "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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