Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536371.3066 | 542007.677 | -5636.3704 | 68443.5604 | 2279510.213 | -2211066.6526 |
Total P&L (%) | 536.3713 | 542.0077 | -5.6364 | 68.4436 | 2279.5102 | -2211.0667 |
Avg Daily Profit (%) | 0.2576 | 0.2603 | -0.0027 | 0.025 | 0.1523 | 0 |
Buy And Hold Return (%) | 93.3198 | 93.3198 | 93.3198 | 93.3198 | 93.3198 | 93.3198 |
Max Trade Drawdown | -178628 | -140653 | -200998 | -3218120 | -1609769 | -2423535 |
Profit Factor | 1.2774 | 1.5633 | 0.9942 | 1.0048 | 1.325 | 0.6986 |
Total Trades | 445 | 223 | 222 | 445 | 223 | 222 |
Winning Trades | 230 | 123 | 107 | 230 | 123 | 107 |
Losing Trades | 215 | 100 | 115 | 215 | 100 | 115 |
Profitability (%) | 51.6854 | 55.157 | 48.1982 | 51.6854 | 55.157 | 48.1982 |
Ratio Avg Win / Avg Loss | 1.1941 | 1.271 | 1.0685 | 0.9392 | 1.0773 | 0.7509 |
Largest Winning Trade | 94557 | 94557 | 53129 | 1639954 | 1639954 | 316352 |
Largest Losing Trade | -54517 | -46465 | -54517 | -1004618 | -738093 | -1004618 |
Avg Bars in Trades | 55 | 49 | 62 | 55 | 49 | 62 |
Avg Bars in Winners | 53 | 40 | 67 | 53 | 40 | 67 |
Avg Bars in Losers | 58 | 60 | 57 | 58 | 60 | 57 |
Bars Traded | 24811 | 11020 | 13791 | 24811 | 11020 | 13791 |
Profit Streak | 0 | 0 | 16.7021 | 0 | 0 | 16.7021 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366655 | 386332 | -578632 | -539597 | 329295 | -580299 |
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{ "first_band": { "type": "midprice", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "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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