Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962365.9403 | 759891.3206 | 202474.6197 | 5826785.5034 | 126757.759 | 5700027.7444 |
Total P&L (%) | 962.3659 | 759.8913 | 202.4746 | 5826.7855 | 126.7578 | 5700.0277 |
Avg Daily Profit (%) | 0.4958 | 0.3915 | 0.1043 | 0.2105 | 0.0422 | 0.2094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89562 | -101717 | -47582 | -2671595 | -3273083 | -1024091 |
Profit Factor | 2.4693 | 3.2092 | 1.651 | 1.5529 | 1.0189 | 2.485 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 43.6975 | 33.8983 | 53.3333 | 43.6975 | 33.8983 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.1816 | 6.2579 | 1.4446 | 2.0009 | 1.9869 | 2.1744 |
Largest Winning Trade | 476214 | 476214 | 42813 | 2515136 | 2515136 | 1428134 |
Largest Losing Trade | -43383 | -19904 | -43383 | -913380 | -913380 | -714893 |
Avg Bars in Trades | 63 | 55 | 72 | 63 | 55 | 72 |
Avg Bars in Winners | 101 | 99 | 102 | 101 | 99 | 102 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 7583 | 3246 | 4337 | 7583 | 3246 | 4337 |
Profit Streak | 41.4156 | 41.4156 | 55.1656 | 41.4156 | 41.4156 | 55.1656 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524215 | -166861 | -219469 | 365689 | -517827 | -154911 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 15, "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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