Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99783.5017 | 59746.579 | 40036.9227 | 109441.1059 | 82210.2246 | 27230.8813 |
Total P&L (%) | 99.7835 | 59.7466 | 40.0369 | 109.4411 | 82.2102 | 27.2309 |
Avg Daily Profit (%) | 0.7183 | 0.4301 | 0.2882 | 0.5336 | 0.4329 | 0.1735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41904 | -27836 | -46947 | -51691 | -24147 | -56999 |
Profit Factor | 1.5623 | 1.877 | 1.3661 | 1.503 | 2.1599 | 1.1856 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 72.5806 | 67.7419 | 77.4194 | 72.5806 | 67.7419 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5902 | 0.8938 | 0.3985 | 0.5678 | 1.0285 | 0.3458 |
Largest Winning Trade | 13994 | 10377 | 13994 | 16014 | 11796 | 16014 |
Largest Losing Trade | -32666 | -16983 | -32666 | -46708 | -15049 | -46708 |
Avg Bars in Trades | 104 | 98 | 110 | 104 | 98 | 110 |
Avg Bars in Winners | 86 | 85 | 87 | 86 | 85 | 87 |
Avg Bars in Losers | 152 | 127 | 187 | 152 | 127 | 187 |
Bars Traded | 12955 | 6127 | 6828 | 12955 | 6127 | 6828 |
Profit Streak | 146.6711 | 146.6711 | 151.4316 | 146.6711 | 146.6711 | 151.4316 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551858 | -142589 | -145956 | 481986 | -139670 | -164909 |
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{ "first_band": { "type": "midprice", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 168, "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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