Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253395.2365 | 78135.9892 | 175259.2473 | 64296.3059 | 184094.0654 | -119797.7595 |
Total P&L (%) | 253.3952 | 78.136 | 175.2592 | 64.2963 | 184.0941 | -119.7978 |
Avg Daily Profit (%) | 0.1709 | 0.0527 | 0.1182 | 0.0335 | 0.0705 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176698 | -99528 | -103195 | -1216132 | -698337 | -653248 |
Profit Factor | 1.3444 | 1.2004 | 1.5067 | 1.0207 | 1.1221 | 0.9252 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 50 | 43.9394 | 56.0606 | 50 | 43.9394 | 56.0606 |
Ratio Avg Win / Avg Loss | 1.3444 | 1.5316 | 1.181 | 1.0207 | 1.4316 | 0.7252 |
Largest Winning Trade | 86711 | 86711 | 52203 | 364340 | 364340 | 245446 |
Largest Losing Trade | -44489 | -44489 | -30908 | -277168 | -212460 | -277168 |
Avg Bars in Trades | 32 | 24 | 41 | 32 | 24 | 41 |
Avg Bars in Winners | 33 | 19 | 45 | 33 | 19 | 45 |
Avg Bars in Losers | 31 | 27 | 35 | 31 | 27 | 35 |
Bars Traded | 4298 | 1587 | 2711 | 4298 | 1587 | 2711 |
Profit Streak | 15.3024 | 32.3024 | 0 | 15.3024 | 32.3024 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311812 | -247933 | -157211 | -345371 | -311067 | -704172 |
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{ "first_band": { "type": "midprice", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 26, "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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