Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344994.8136 | 359135.6556 | -14140.842 | -98405.8561 | 166782.3057 | -265188.1617 |
Total P&L (%) | 344.9948 | 359.1357 | -14.1408 | -98.4059 | 166.7823 | -265.1882 |
Avg Daily Profit (%) | 0.2444 | 0.2544 | -0.01 | -0.2927 | 0.0695 | 0 |
Buy And Hold Return (%) | 90.0962 | 90.0962 | 90.0962 | 90.0962 | 90.0962 | 90.0962 |
Max Trade Drawdown | -150715 | -83925 | -155168 | -615115 | -455972 | -341114 |
Profit Factor | 1.5279 | 2.4567 | 0.9653 | 0.9318 | 1.2637 | 0.6727 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 54.8387 | 46.8085 | 63.0435 | 54.8387 | 46.8085 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.2582 | 2.7917 | 0.5658 | 0.7674 | 1.436 | 0.3943 |
Largest Winning Trade | 73553 | 73553 | 52143 | 242537 | 242537 | 110890 |
Largest Losing Trade | -99698 | -60943 | -99698 | -290859 | -290859 | -191410 |
Avg Bars in Trades | 86 | 65 | 108 | 86 | 65 | 108 |
Avg Bars in Winners | 93 | 72 | 109 | 93 | 72 | 109 |
Avg Bars in Losers | 78 | 59 | 107 | 78 | 59 | 107 |
Bars Traded | 8068 | 3072 | 4995 | 8068 | 3072 | 4995 |
Profit Streak | 0 | 0 | 502.2771 | 0 | 0 | 502.2771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287199 | 337422 | -578429 | -579902 | -109283 | -578429 |
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{ "first_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 97, "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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