Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479333.9575 | 423053.45 | 56280.5075 | -23082.5734 | -20046.911 | -3035.6624 |
Total P&L (%) | 479.334 | 423.0535 | 56.2805 | -23.0826 | -20.0469 | -3.0357 |
Avg Daily Profit (%) | 0.2039 | 0.18 | 0.0239 | -0.0112 | -0.0095 | -0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187407 | -87545 | -330858 | -202587 | -80604 | -185467 |
Profit Factor | 1.3132 | 1.6425 | 1.0645 | 0.9692 | 0.938 | 0.9929 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 146 | 71 | 75 | 146 | 71 | 75 |
Losing Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Profitability (%) | 46.9453 | 45.5128 | 48.3871 | 46.9453 | 45.5128 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.4841 | 1.9664 | 1.1355 | 1.0954 | 1.123 | 1.0591 |
Largest Winning Trade | 76337 | 76337 | 57334 | 43660 | 16923 | 43660 |
Largest Losing Trade | -78099 | -23823 | -78099 | -93845 | -31602 | -93845 |
Avg Bars in Trades | 44 | 36 | 53 | 44 | 36 | 53 |
Avg Bars in Winners | 57 | 42 | 71 | 57 | 42 | 71 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 13947 | 5639 | 8309 | 13947 | 5639 | 8309 |
Profit Streak | 0 | 0 | 7.0242 | 0 | 0 | 7.0242 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297266 | 326770 | -311019 | -578672 | -580594 | -578798 |
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{ "first_band": { "type": "midprice", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "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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