Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810419.5141 | 735144.3345 | 75275.1797 | 3296949.5006 | 5181599.6584 | -1884650.1578 |
Total P&L (%) | 810.4195 | 735.1443 | 75.2752 | 3296.9495 | 5181.5997 | -1884.6502 |
Avg Daily Profit (%) | 0.3241 | 0.294 | 0.0301 | 0.1411 | 0.1588 | 0 |
Buy And Hold Return (%) | 867.198 | 867.198 | 867.198 | 867.198 | 867.198 | 867.198 |
Max Trade Drawdown | -81331 | -51180 | -72864 | -1824795 | -1287467 | -2445583 |
Profit Factor | 3.1329 | 5.9835 | 1.3238 | 1.5094 | 3.5587 | 0.5763 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 62.069 | 65.5172 | 58.6207 | 62.069 | 65.5172 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.9146 | 3.1492 | 0.9345 | 0.9224 | 1.873 | 0.4068 |
Largest Winning Trade | 307526 | 307526 | 64792 | 2682522 | 2682522 | 472197 |
Largest Losing Trade | -67495 | -51180 | -67495 | -1691781 | -1287467 | -1691781 |
Avg Bars in Trades | 77 | 97 | 57 | 77 | 97 | 57 |
Avg Bars in Winners | 90 | 108 | 70 | 90 | 108 | 70 |
Avg Bars in Losers | 56 | 76 | 39 | 56 | 76 | 39 |
Bars Traded | 4489 | 2816 | 1673 | 4489 | 2816 | 1673 |
Profit Streak | 69.9539 | 174.9539 | 0 | 69.9539 | 174.9539 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328069 | -145108 | -318820 | -184348 | 613873 | -579715 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "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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