Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96184.3148 | 55624.3727 | 40559.942 | 113274.0185 | 83555.4207 | 29718.5978 |
Total P&L (%) | 96.1843 | 55.6244 | 40.5599 | 113.274 | 83.5554 | 29.7186 |
Avg Daily Profit (%) | 0.6924 | 0.4004 | 0.292 | 0.5467 | 0.4382 | 0.1875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35837 | -32676 | -35431 | -71312 | -30934 | -70375 |
Profit Factor | 1.4374 | 1.5358 | 1.3494 | 1.4118 | 1.7565 | 1.1806 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 123 | 58 | 65 | 123 | 58 | 65 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 65.7754 | 62.3656 | 69.1489 | 65.7754 | 62.3656 | 69.1489 |
Ratio Avg Win / Avg Loss | 0.7479 | 0.9267 | 0.602 | 0.7346 | 1.06 | 0.5267 |
Largest Winning Trade | 19339 | 19339 | 11283 | 19649 | 19649 | 12491 |
Largest Losing Trade | -20036 | -17041 | -20036 | -38027 | -18251 | -38027 |
Avg Bars in Trades | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Winners | 48 | 38 | 57 | 48 | 38 | 57 |
Avg Bars in Losers | 107 | 119 | 92 | 107 | 119 | 92 |
Bars Traded | 12809 | 6413 | 6396 | 12809 | 6413 | 6396 |
Profit Streak | 128.7791 | 128.7791 | 135.2687 | 128.7791 | 128.7791 | 135.2687 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492502 | 299407 | 252465 | 442058 | 430529 | -17149 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 184, "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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