Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754489.5241 | 629410.417 | 125079.107 | 611584.3047 | 366600.0024 | 244984.3023 |
Total P&L (%) | 754.4895 | 629.4104 | 125.0791 | 611.5843 | 366.6 | 244.9843 |
Avg Daily Profit (%) | 0.4083 | 0.3407 | 0.0677 | 0.1063 | 0.0834 | 0.067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117818 | -76849 | -66717 | -2029981 | -1697663 | -1060838 |
Profit Factor | 2.5898 | 3.3061 | 1.6203 | 1.0915 | 1.095 | 1.0866 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 39.1304 | 37.1429 | 41.1765 | 39.1304 | 37.1429 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.0286 | 5.595 | 2.3147 | 1.6979 | 1.8531 | 1.5524 |
Largest Winning Trade | 603937 | 603937 | 59872 | 1173124 | 1173124 | 882938 |
Largest Losing Trade | -31365 | -29982 | -31365 | -677819 | -616202 | -677819 |
Avg Bars in Trades | 77 | 54 | 100 | 77 | 54 | 100 |
Avg Bars in Winners | 137 | 79 | 192 | 137 | 79 | 192 |
Avg Bars in Losers | 38 | 40 | 35 | 38 | 40 | 35 |
Bars Traded | 5323 | 1918 | 3405 | 5323 | 1918 | 3405 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95747 | 379838 | -102926 | -279993 | -201498 | -230966 |
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{ "first_band": { "type": "midprice", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 21, "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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