Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917266.19 | 838813.1908 | 78452.9992 | 2837231.0727 | 7321279.0694 | -4484047.9967 |
Total P&L (%) | 917.2662 | 838.8132 | 78.453 | 2837.2311 | 7321.2791 | -4484.048 |
Avg Daily Profit (%) | 0.3668 | 0.3355 | 0.0314 | 0.1353 | 0.1724 | 0 |
Buy And Hold Return (%) | 759.3518 | 759.3518 | 759.3518 | 759.3518 | 759.3518 | 759.3518 |
Max Trade Drawdown | -157895 | -56004 | -162500 | -11798646 | -2264777 | -12198878 |
Profit Factor | 2.9088 | 4.4945 | 1.3262 | 1.1205 | 1.7792 | 0.6833 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 55.5556 | 55 | 56.0976 | 55.5556 | 55 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.327 | 3.6773 | 1.0379 | 0.8964 | 1.4557 | 0.5348 |
Largest Winning Trade | 362021 | 362021 | 44215 | 4560100 | 4560100 | 1474507 |
Largest Losing Trade | -65031 | -37996 | -65031 | -8605939 | -1857671 | -8605939 |
Avg Bars in Trades | 56 | 70 | 42 | 56 | 70 | 42 |
Avg Bars in Winners | 70 | 85 | 56 | 70 | 85 | 56 |
Avg Bars in Losers | 38 | 52 | 23 | 38 | 52 | 23 |
Bars Traded | 4557 | 2832 | 1725 | 4557 | 2832 | 1725 |
Profit Streak | 121.7442 | 121.7442 | 122.2442 | 121.7442 | 121.7442 | 122.2442 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100267 | -115360 | -314722 | -118391 | 407031 | -578993 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "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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