Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450988.7703 | 409519.6629 | 41469.1074 | 70813.2095 | 216151.5649 | -145338.3554 |
Total P&L (%) | 450.9888 | 409.5197 | 41.4691 | 70.8132 | 216.1516 | -145.3384 |
Avg Daily Profit (%) | 0.2281 | 0.2071 | 0.021 | 0.0271 | 0.0582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121751 | -67603 | -254970 | -312325 | -195477 | -547456 |
Profit Factor | 1.5993 | 2.2088 | 1.1002 | 1.0478 | 1.3476 | 0.8312 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 58.1633 | 55.102 | 61.2245 | 58.1633 | 55.102 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.1504 | 1.7997 | 0.6968 | 0.7536 | 1.0981 | 0.5264 |
Largest Winning Trade | 131750 | 131750 | 76233 | 132147 | 78987 | 132147 |
Largest Losing Trade | -59859 | -53508 | -59859 | -164972 | -157351 | -164972 |
Avg Bars in Trades | 58 | 43 | 74 | 58 | 43 | 74 |
Avg Bars in Winners | 69 | 43 | 93 | 69 | 43 | 93 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 5780 | 2120 | 3660 | 5780 | 2120 | 3660 |
Profit Streak | 0 | 0 | 570.4592 | 0 | 0 | 570.4592 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399374 | 455144 | -276725 | -325038 | -114021 | -578643 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "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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