Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560964.9655 | 452680.7919 | 108284.1736 | 419934.1952 | 634607.2588 | -214673.0636 |
Total P&L (%) | 560.965 | 452.6808 | 108.2842 | 419.9342 | 634.6073 | -214.6731 |
Avg Daily Profit (%) | 0.3033 | 0.2447 | 0.0585 | 0.0892 | 0.1079 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111504 | -114620 | -113853 | -1664085 | -809413 | -934603 |
Profit Factor | 1.5967 | 1.9518 | 1.2331 | 1.1021 | 1.325 | 0.9006 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Profitability (%) | 36.715 | 32.6923 | 40.7767 | 36.715 | 32.6923 | 40.7767 |
Ratio Avg Win / Avg Loss | 2.7522 | 4.0185 | 1.7909 | 1.8997 | 2.728 | 1.308 |
Largest Winning Trade | 286849 | 286849 | 50510 | 1077633 | 1077633 | 263662 |
Largest Losing Trade | -33412 | -26297 | -33412 | -724091 | -379487 | -724091 |
Avg Bars in Trades | 104 | 90 | 119 | 104 | 90 | 119 |
Avg Bars in Winners | 200 | 172 | 222 | 200 | 172 | 222 |
Avg Bars in Losers | 49 | 50 | 48 | 49 | 50 | 48 |
Bars Traded | 21660 | 9361 | 12299 | 21660 | 9361 | 12299 |
Profit Streak | 6.6008 | 6.6008 | 11.1842 | 6.6008 | 6.6008 | 11.1842 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324315 | 194091 | -117199 | -183944 | -53546 | -582340 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 19, "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) |
---|