Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124318.6808 | -31174.6533 | 155493.3341 | -35889.5076 | -73442.4953 | 37552.9877 |
Total P&L (%) | 124.3187 | -31.1747 | 155.4933 | -35.8895 | -73.4425 | 37.553 |
Avg Daily Profit (%) | 0.1198 | -0.03 | 0.1498 | -0.0428 | -0.1277 | 0.0307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121130 | -82588 | -101136 | -153699 | -95649 | -116216 |
Profit Factor | 1.234 | 0.888 | 1.6143 | 0.9262 | 0.6794 | 1.1461 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 61 | 24 | 37 | 61 | 24 | 37 |
Losing Trades | 38 | 26 | 12 | 38 | 26 | 12 |
Profitability (%) | 61.6162 | 48 | 75.5102 | 61.6162 | 48 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.7687 | 0.962 | 0.5236 | 0.577 | 0.736 | 0.3717 |
Largest Winning Trade | 43893 | 43893 | 31308 | 23976 | 14363 | 23976 |
Largest Losing Trade | -68929 | -31834 | -68929 | -57010 | -27114 | -57010 |
Avg Bars in Trades | 56 | 38 | 74 | 56 | 38 | 74 |
Avg Bars in Winners | 50 | 26 | 66 | 50 | 26 | 66 |
Avg Bars in Losers | 64 | 50 | 95 | 64 | 50 | 95 |
Bars Traded | 5567 | 1941 | 3626 | 5567 | 1941 | 3626 |
Profit Streak | 56.7775 | 56.7775 | 68.6109 | 56.7775 | 56.7775 | 68.6109 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32351 | -761049 | 402049 | -578027 | -761049 | -211852 |
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{ "first_band": { "type": "midprice", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 156, "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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