Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1581243.4033 | 1468247.4246 | 112995.9787 | 7093999.8447 | 2424044.7987 | 4669955.046 |
Total P&L (%) | 1581.2434 | 1468.2474 | 112.996 | 7093.9998 | 2424.0448 | 4669.955 |
Avg Daily Profit (%) | 0.6985 | 0.6486 | 0.0499 | 0.1891 | 0.1427 | 0.1709 |
Buy And Hold Return (%) | 373.2291 | 373.2291 | 373.2291 | 373.2291 | 373.2291 | 373.2291 |
Max Trade Drawdown | -60486 | -47037 | -88743 | -7477187 | -5505469 | -3529596 |
Profit Factor | 5.1597 | 10.0668 | 1.5179 | 1.3693 | 1.2595 | 1.4733 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 49.1803 | 51.6129 | 46.6667 | 49.1803 | 51.6129 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.3317 | 9.4376 | 1.7347 | 1.415 | 1.1808 | 1.6837 |
Largest Winning Trade | 1085429 | 1085429 | 51028 | 4283085 | 4219666 | 4283085 |
Largest Losing Trade | -44735 | -22628 | -44735 | -2465481 | -2292957 | -2465481 |
Avg Bars in Trades | 105 | 109 | 102 | 105 | 109 | 102 |
Avg Bars in Winners | 142 | 136 | 149 | 142 | 136 | 149 |
Avg Bars in Losers | 70 | 79 | 61 | 70 | 79 | 61 |
Bars Traded | 6462 | 3384 | 3078 | 6462 | 3384 | 3078 |
Profit Streak | 44.313 | 44.313 | 80.9796 | 44.313 | 44.313 | 80.9796 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147132 | 678344 | -290287 | -156879 | -1870 | 333240 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 75, "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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