Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1759809.642 | 1818534.0156 | -58724.3736 | 26181.3892 | 1353959.846 | -1327778.4569 |
Total P&L (%) | 1759.8096 | 1818.534 | -58.7244 | 26.1814 | 1353.9598 | -1327.7785 |
Avg Daily Profit (%) | 0.794 | 0.8205 | -0.0265 | 0.0105 | 0.1208 | 0 |
Buy And Hold Return (%) | 260.8144 | 260.8144 | 260.8144 | 260.8144 | 260.8144 | 260.8144 |
Max Trade Drawdown | -179531 | -99313 | -129684 | -2273679 | -931351 | -1411620 |
Profit Factor | 3.5466 | 6.6656 | 0.8413 | 1.0071 | 1.9247 | 0.4068 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 44.6602 | 41.1765 | 48.0769 | 44.6602 | 41.1765 | 48.0769 |
Ratio Avg Win / Avg Loss | 4.3948 | 9.5223 | 0.9086 | 1.2479 | 2.7496 | 0.4393 |
Largest Winning Trade | 1829359 | 1829359 | 39350 | 2253568 | 2253568 | 285497 |
Largest Losing Trade | -66462 | -34340 | -66462 | -700734 | -288756 | -700734 |
Avg Bars in Trades | 40 | 50 | 30 | 40 | 50 | 30 |
Avg Bars in Winners | 54 | 69 | 41 | 54 | 69 | 41 |
Avg Bars in Losers | 29 | 37 | 21 | 29 | 37 | 21 |
Bars Traded | 4192 | 2581 | 1611 | 4192 | 2581 | 1611 |
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 | 643412 | -161793 | -761581 | -559146 | -212303 | -761581 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 77, "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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