Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1054820.2095 | 1003775.7022 | 51044.5073 | 23588832.8556 | 33863867.0363 | -10275034.1807 |
Total P&L (%) | 1054.8202 | 1003.7757 | 51.0445 | 23588.8329 | 33863.867 | -10275.0342 |
Avg Daily Profit (%) | 0.5662 | 0.5388 | 0.0274 | 0.2939 | 0.3133 | 0 |
Buy And Hold Return (%) | 7082.1538 | 7082.1538 | 7082.1538 | 7082.1538 | 7082.1538 | 7082.1538 |
Max Trade Drawdown | -115066 | -104398 | -91667 | -15512675 | -8881668 | -13133160 |
Profit Factor | 2.2831 | 3.6658 | 1.1146 | 1.2914 | 1.9531 | 0.7737 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Profitability (%) | 45.8716 | 46.789 | 44.9541 | 45.8716 | 46.789 | 44.9541 |
Ratio Avg Win / Avg Loss | 2.694 | 4.169 | 1.3648 | 1.5239 | 2.2212 | 0.9474 |
Largest Winning Trade | 286006 | 286006 | 67842 | 9405543 | 9405543 | 7573391 |
Largest Losing Trade | -26071 | -18376 | -26071 | -7068028 | -4442981 | -7068028 |
Avg Bars in Trades | 100 | 101 | 99 | 100 | 101 | 99 |
Avg Bars in Winners | 150 | 139 | 160 | 150 | 139 | 160 |
Avg Bars in Losers | 58 | 67 | 49 | 58 | 67 | 49 |
Bars Traded | 21905 | 11022 | 10883 | 21905 | 11022 | 10883 |
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 | -150728 | -149540 | -418791 | 241249 | 348322 | -583004 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "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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