Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290933.4311 | 225041.3101 | 65892.121 | 93039.0034 | 133395.6694 | -40356.6661 |
Total P&L (%) | 290.9334 | 225.0413 | 65.8921 | 93.039 | 133.3957 | -40.3567 |
Avg Daily Profit (%) | 0.2057 | 0.1591 | 0.0466 | 0.0465 | 0.0599 | -0.0365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99690 | -61341 | -79776 | -239799 | -206795 | -168783 |
Profit Factor | 1.4177 | 1.6067 | 1.2024 | 1.0769 | 1.2126 | 0.9308 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 48.4127 | 42.8571 | 53.9683 | 48.4127 | 42.8571 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.5107 | 2.1422 | 1.0256 | 1.1475 | 1.6167 | 0.7939 |
Largest Winning Trade | 125388 | 125388 | 50453 | 170218 | 170218 | 86557 |
Largest Losing Trade | -37232 | -35117 | -37232 | -114635 | -90066 | -114635 |
Avg Bars in Trades | 65 | 83 | 47 | 65 | 83 | 47 |
Avg Bars in Winners | 76 | 101 | 56 | 76 | 101 | 56 |
Avg Bars in Losers | 55 | 70 | 37 | 55 | 70 | 37 |
Bars Traded | 8304 | 5283 | 3021 | 8304 | 5283 | 3021 |
Profit Streak | 0 | 0 | 74.015 | 0 | 0 | 74.015 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334823 | -139423 | -276682 | -267052 | -261964 | -725978 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 143, "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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