Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461901.6012 | 488549.3597 | -26647.7585 | -82728.2888 | 727424.7036 | -810152.9923 |
Total P&L (%) | 461.9016 | 488.5494 | -26.6478 | -82.7283 | 727.4247 | -810.153 |
Avg Daily Profit (%) | 0.1841 | 0.1947 | -0.0106 | -0.07 | 0.0843 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173927 | -107401 | -158591 | -765066 | -184590 | -943003 |
Profit Factor | 1.3453 | 1.7889 | 0.9629 | 0.9599 | 2.0021 | 0.393 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 48.6911 | 45.2632 | 52.0833 | 48.6911 | 45.2632 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.4177 | 2.1633 | 0.8859 | 1.0115 | 2.4211 | 0.3616 |
Largest Winning Trade | 152849 | 152849 | 66645 | 465205 | 465205 | 111057 |
Largest Losing Trade | -92798 | -33172 | -92798 | -661758 | -184590 | -661758 |
Avg Bars in Trades | 38 | 30 | 47 | 38 | 30 | 47 |
Avg Bars in Winners | 43 | 28 | 55 | 43 | 28 | 55 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 7409 | 2892 | 4517 | 7409 | 2892 | 4517 |
Profit Streak | 25.6807 | 0 | 45.6807 | 25.6807 | 0 | 45.6807 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319667 | 317745 | -580249 | -578077 | -78369 | -580249 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "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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