Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175786.7501 | 62517.4267 | 113269.3234 | -118385.051 | -83106.3212 | -35278.7298 |
Total P&L (%) | 175.7868 | 62.5174 | 113.2693 | -118.3851 | -83.1063 | -35.2787 |
Avg Daily Profit (%) | 0.1561 | 0.0555 | 0.1006 | 0 | -0.1578 | -0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198240 | -101207 | -157020 | -519541 | -282396 | -420787 |
Profit Factor | 1.3639 | 1.2525 | 1.481 | 0.8592 | 0.7815 | 0.9233 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 98 | 44 | 54 | 72 | 28 | 44 |
Losing Trades | 60 | 35 | 25 | 86 | 51 | 35 |
Profitability (%) | 62.0253 | 55.6962 | 68.3544 | 45.5696 | 35.443 | 55.6962 |
Ratio Avg Win / Avg Loss | 0.835 | 0.9963 | 0.6856 | 1.0262 | 1.4235 | 0.7345 |
Largest Winning Trade | 33507 | 33507 | 26263 | 75396 | 75396 | 70869 |
Largest Losing Trade | -102721 | -24587 | -102721 | -362891 | -72816 | -362891 |
Avg Bars in Trades | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Winners | 16 | 14 | 17 | 23 | 22 | 24 |
Avg Bars in Losers | 28 | 26 | 31 | 18 | 19 | 18 |
Bars Traded | 3318 | 1598 | 1720 | 3318 | 1598 | 1720 |
Profit Streak | 8.4061 | 0 | 28.4061 | 0 | 21.7395 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338040 | -147090 | -81715 | -579728 | -610902 | -606719 |
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{ "first_band": { "type": "midprice", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 55, "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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