Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179508.5613 | 32726.9997 | 146781.5616 | 64236.3375 | -84735.2392 | 148971.5767 |
Total P&L (%) | 179.5086 | 32.727 | 146.7816 | 64.2363 | -84.7352 | 148.9716 |
Avg Daily Profit (%) | 0.1721 | 0.0314 | 0.1407 | 0.0476 | -0.18 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120947 | -98837 | -56893 | -188689 | -206147 | -127882 |
Profit Factor | 1.3723 | 1.1204 | 1.6981 | 1.0947 | 0.7791 | 1.5061 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 59.5506 | 55.5556 | 63.6364 | 59.5506 | 55.5556 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.9321 | 0.8963 | 0.9703 | 0.7436 | 0.6233 | 0.8606 |
Largest Winning Trade | 65708 | 34762 | 65708 | 119642 | 36511 | 119642 |
Largest Losing Trade | -36543 | -36543 | -36301 | -75920 | -68348 | -75920 |
Avg Bars in Trades | 66 | 43 | 90 | 66 | 43 | 90 |
Avg Bars in Winners | 62 | 23 | 96 | 62 | 23 | 96 |
Avg Bars in Losers | 73 | 67 | 80 | 73 | 67 | 80 |
Bars Traded | 5926 | 1938 | 3988 | 5926 | 1938 | 3988 |
Profit Streak | 48.0213 | 68.3546 | 48.0213 | 48.0213 | 68.3546 | 48.0213 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328847 | -241866 | -2370 | -244850 | -579022 | -74102 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "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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