Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201166.578 | 128850.2349 | 72316.3431 | 378604.6237 | 342940.3327 | 35664.291 |
Total P&L (%) | 201.1666 | 128.8502 | 72.3163 | 378.6046 | 342.9403 | 35.6643 |
Avg Daily Profit (%) | 0.7725 | 0.4948 | 0.2777 | 0.603 | 0.5731 | 0.1172 |
Buy And Hold Return (%) | 16.1537 | 16.1537 | 16.1537 | 16.1537 | 16.1537 | 16.1537 |
Max Trade Drawdown | -50227 | -17105 | -43487 | -333649 | -101747 | -286246 |
Profit Factor | 1.5492 | 1.7345 | 1.3788 | 1.2472 | 1.5181 | 1.041 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 151 | 74 | 77 | 151 | 74 | 77 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 65.9389 | 64.9123 | 66.9565 | 65.9389 | 64.9123 | 66.9565 |
Ratio Avg Win / Avg Loss | 0.8002 | 0.9376 | 0.6805 | 0.6442 | 0.8206 | 0.5137 |
Largest Winning Trade | 12955 | 12955 | 11834 | 48525 | 45528 | 48525 |
Largest Losing Trade | -43487 | -15332 | -43487 | -286246 | -64079 | -286246 |
Avg Bars in Trades | 106 | 101 | 111 | 106 | 101 | 111 |
Avg Bars in Winners | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Losers | 183 | 179 | 186 | 183 | 179 | 186 |
Bars Traded | 24463 | 11625 | 12838 | 24463 | 11625 | 12838 |
Profit Streak | 4.6443 | 0 | 6.8943 | 4.6443 | 0 | 6.8943 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529390 | 393740 | 238498 | 410819 | 390474 | -217903 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 158, "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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