Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938068.5378 | 756662.749 | 181405.7888 | 4003444.129 | 2761377.0232 | 1242067.1057 |
Total P&L (%) | 938.0685 | 756.6627 | 181.4058 | 4003.4441 | 2761.377 | 1242.0671 |
Avg Daily Profit (%) | 0.4991 | 0.4026 | 0.0965 | 0.1978 | 0.1786 | 0.1383 |
Buy And Hold Return (%) | 57.971 | 57.971 | 57.971 | 57.971 | 57.971 | 57.971 |
Max Trade Drawdown | -191360 | -65871 | -150735 | -3974098 | -2732873 | -1241224 |
Profit Factor | 2.6868 | 3.9704 | 1.6019 | 1.674 | 1.7674 | 1.5305 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 58.4615 | 50 | 66.6667 | 58.4615 | 50 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.9091 | 3.9704 | 0.801 | 1.1894 | 1.7674 | 0.7652 |
Largest Winning Trade | 297125 | 297125 | 49325 | 3617140 | 3617140 | 1312143 |
Largest Losing Trade | -53884 | -42259 | -53884 | -2610922 | -2610922 | -896272 |
Avg Bars in Trades | 107 | 134 | 80 | 107 | 134 | 80 |
Avg Bars in Winners | 118 | 155 | 92 | 118 | 155 | 92 |
Avg Bars in Losers | 90 | 113 | 58 | 90 | 113 | 58 |
Bars Traded | 6969 | 4301 | 2668 | 6969 | 4301 | 2668 |
Profit Streak | 119.899 | 175.149 | 119.899 | 119.899 | 175.149 | 119.899 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118224 | 624954 | -64157 | -123865 | 423249 | -5516 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 218, "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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