Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508710.2332 | 436108.0045 | 72602.2287 | 558090.8089 | 546804.3677 | 11286.4412 |
Total P&L (%) | 508.7102 | 436.108 | 72.6022 | 558.0908 | 546.8044 | 11.2864 |
Avg Daily Profit (%) | 0.2034 | 0.1744 | 0.029 | 0.0754 | 0.0747 | 0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116396 | -81556 | -91685 | -1184087 | -900702 | -496698 |
Profit Factor | 1.7383 | 2.2194 | 1.2191 | 1.1103 | 1.1957 | 1.005 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 42.7273 | 45.4545 | 40 | 42.7273 | 45.4545 | 40 |
Ratio Avg Win / Avg Loss | 2.3301 | 2.6633 | 1.8287 | 1.4883 | 1.4348 | 1.5075 |
Largest Winning Trade | 165992 | 165992 | 55887 | 636336 | 636336 | 341525 |
Largest Losing Trade | -38206 | -35538 | -38206 | -395482 | -318837 | -395482 |
Avg Bars in Trades | 66 | 54 | 78 | 66 | 54 | 78 |
Avg Bars in Winners | 111 | 79 | 148 | 111 | 79 | 148 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 7316 | 2986 | 4330 | 7316 | 2986 | 4330 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317751 | -170197 | -337339 | -193639 | -279929 | -710741 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "offset": 0 } } }
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# | 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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