Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382605.2501 | 1369456.3111 | 13148.939 | 32728.4 | 42355.5868 | -9627.1868 |
Total P&L (%) | 1382.6053 | 1369.4563 | 13.1489 | 32.7284 | 42.3556 | -9.6272 |
Avg Daily Profit (%) | 0.7251 | 0.7182 | 0.0069 | 0.0149 | 0.0185 | -0.0053 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202246 | -163358 | -102809 | -1986505 | -1642716 | -703037 |
Profit Factor | 3.5805 | 4.8715 | 1.0722 | 1.0069 | 1.0138 | 0.9942 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 43.0233 | 44.186 | 41.8605 | 43.0233 | 44.186 | 41.8605 |
Ratio Avg Win / Avg Loss | 4.7418 | 6.1534 | 1.4892 | 1.3335 | 1.2806 | 1.3809 |
Largest Winning Trade | 1532814 | 1532814 | 31319 | 1685072 | 1685072 | 366220 |
Largest Losing Trade | -36882 | -34857 | -36882 | -557924 | -353988 | -557924 |
Avg Bars in Trades | 85 | 115 | 56 | 85 | 115 | 56 |
Avg Bars in Winners | 108 | 144 | 69 | 108 | 144 | 69 |
Avg Bars in Losers | 68 | 91 | 46 | 68 | 91 | 46 |
Bars Traded | 7378 | 4947 | 2431 | 7378 | 4947 | 2431 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604672 | 646470 | -395614 | -391292 | -377712 | -582225 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 173, "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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