Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89017.559 | 310493.2544 | -221475.6953 | 4064542.7636 | 1274594.7152 | 2789948.0484 |
Total P&L (%) | 89.0176 | 310.4933 | -221.4757 | 4064.5428 | 1274.5947 | 2789.948 |
Avg Daily Profit (%) | 0.0356 | 0.1242 | -0.0886 | 0.1492 | 0.1049 | 0.1346 |
Buy And Hold Return (%) | 919.0563 | 919.0563 | 919.0563 | 919.0563 | 919.0563 | 919.0563 |
Max Trade Drawdown | -312372 | -48766 | -312372 | -1211846 | -507101 | -772865 |
Profit Factor | 1.1259 | 3.0627 | 0.6019 | 2.6713 | 2.6805 | 2.6672 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 115 | 59 | 56 | 67 | 34 | 33 |
Losing Trades | 25 | 11 | 14 | 73 | 36 | 37 |
Profitability (%) | 82.1429 | 84.2857 | 80 | 47.8571 | 48.5714 | 47.1429 |
Ratio Avg Win / Avg Loss | 0.2448 | 0.571 | 0.1505 | 2.9105 | 2.8381 | 2.9905 |
Largest Winning Trade | 61899 | 61899 | 25998 | 2918868 | 455634 | 2918868 |
Largest Losing Trade | -312372 | -48766 | -312372 | -741537 | -167791 | -741537 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 17 | 16 | 18 | 36 | 42 | 30 |
Avg Bars in Losers | 106 | 143 | 77 | 31 | 30 | 31 |
Bars Traded | 4701 | 2551 | 2150 | 4701 | 2551 | 2150 |
Profit Streak | 17.0877 | 132.0877 | 17.0877 | 17.0877 | 132.0877 | 17.0877 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -388551 | -278372 | -670499 | 391469 | -186445 | -105890 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 149, "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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