Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2590063.04 | 2546415.7014 | 43647.3386 | 18190996.3474 | 35208572.5829 | -17017576.2355 |
Total P&L (%) | 2590.063 | 2546.4157 | 43.6473 | 18190.9963 | 35208.5726 | -17017.5762 |
Avg Daily Profit (%) | 1.3919 | 1.3684 | 0.0235 | 0.2803 | 0.3158 | 0 |
Buy And Hold Return (%) | 7190.1875 | 7190.1875 | 7190.1875 | 7190.1875 | 7190.1875 | 7190.1875 |
Max Trade Drawdown | -91424 | -57185 | -145177 | -33547521 | -15703846 | -44740025 |
Profit Factor | 6.5555 | 13.0524 | 1.1712 | 1.1781 | 1.8267 | 0.7141 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 38.8235 | 42.8571 | 34.8837 | 38.8235 | 42.8571 | 34.8837 |
Ratio Avg Win / Avg Loss | 10.3299 | 17.4032 | 2.1863 | 1.8565 | 2.4356 | 1.333 |
Largest Winning Trade | 1846449 | 1846449 | 61339 | 37344414 | 37344414 | 11468582 |
Largest Losing Trade | -35017 | -31615 | -35017 | -16356559 | -9062585 | -16356559 |
Avg Bars in Trades | 123 | 129 | 118 | 123 | 129 | 118 |
Avg Bars in Winners | 196 | 233 | 150 | 196 | 233 | 150 |
Avg Bars in Losers | 78 | 50 | 101 | 78 | 50 | 101 |
Bars Traded | 10533 | 5426 | 5107 | 10533 | 5426 | 5107 |
Profit Streak | 0 | 139.329 | 0 | 0 | 139.329 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147689 | -145754 | -364222 | -22392 | 320541 | -584939 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 135, "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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