Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949196.1152 | 795899.1309 | 153296.9843 | 18754829.0091 | 32857616.735 | -14102787.7259 |
Total P&L (%) | 949.1961 | 795.8991 | 153.297 | 18754.829 | 32857.6167 | -14102.7877 |
Avg Daily Profit (%) | 0.3796 | 0.3183 | 0.0613 | 0.2098 | 0.2321 | 0 |
Buy And Hold Return (%) | 806.8268 | 806.8268 | 806.8268 | 806.8268 | 806.8268 | 806.8268 |
Max Trade Drawdown | -89942 | -77063 | -92444 | -22538728 | -4882728 | -23719666 |
Profit Factor | 3.1307 | 4.5383 | 1.6951 | 1.4947 | 4.6408 | 0.5118 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 59.7938 | 60.4167 | 59.1837 | 59.7938 | 60.4167 | 59.1837 |
Ratio Avg Win / Avg Loss | 2.1051 | 2.9734 | 1.169 | 1.0051 | 3.0406 | 0.353 |
Largest Winning Trade | 187599 | 187599 | 66034 | 19925360 | 19925360 | 2526053 |
Largest Losing Trade | -60423 | -51851 | -60423 | -19019281 | -2160262 | -19019281 |
Avg Bars in Trades | 49 | 60 | 39 | 49 | 60 | 39 |
Avg Bars in Winners | 56 | 55 | 56 | 56 | 55 | 56 |
Avg Bars in Losers | 40 | 66 | 16 | 40 | 66 | 16 |
Bars Traded | 4844 | 2891 | 1952 | 4844 | 2891 | 1952 |
Profit Streak | 135.2757 | 135.2757 | 241.2757 | 135.2757 | 135.2757 | 241.2757 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92446 | -147264 | -272100 | 441860 | 642680 | -578137 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "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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