Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147572.1843 | 1129886.1312 | 17686.053 | 1159238.7719 | 1366653.7343 | -207414.9624 |
Total P&L (%) | 1147.5722 | 1129.8861 | 17.6861 | 1159.2388 | 1366.6537 | -207.415 |
Avg Daily Profit (%) | 0.5242 | 0.5162 | 0.0081 | 0.1158 | 0.1228 | 0 |
Buy And Hold Return (%) | 506.5071 | 506.5071 | 506.5071 | 506.5071 | 506.5071 | 506.5071 |
Max Trade Drawdown | -119438 | -113376 | -172152 | -677154 | -644318 | -662828 |
Profit Factor | 2.4912 | 3.4087 | 1.0589 | 1.4377 | 1.8325 | 0.794 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 43.3628 | 39.2857 | 47.3684 | 43.3628 | 39.2857 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.2538 | 5.268 | 1.1765 | 1.8779 | 2.8321 | 0.8822 |
Largest Winning Trade | 570917 | 570917 | 27362 | 1160873 | 1160873 | 120276 |
Largest Losing Trade | -57653 | -57653 | -42022 | -322911 | -245760 | -322911 |
Avg Bars in Trades | 55 | 81 | 30 | 55 | 81 | 30 |
Avg Bars in Winners | 77 | 117 | 45 | 77 | 117 | 45 |
Avg Bars in Losers | 39 | 58 | 18 | 39 | 58 | 18 |
Bars Traded | 6312 | 4553 | 1759 | 6312 | 4553 | 1759 |
Profit Streak | 104.6009 | 104.9342 | 104.6009 | 104.6009 | 104.9342 | 104.6009 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328195 | -171752 | -684106 | -42258 | -212272 | -761295 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 131, "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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