Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512884.7194 | 409948.4224 | 102936.2969 | 84181.3656 | 119732.3761 | -35551.0105 |
Total P&L (%) | 512.8847 | 409.9484 | 102.9363 | 84.1814 | 119.7324 | -35.551 |
Avg Daily Profit (%) | 0.2697 | 0.2155 | 0.0541 | 0.0321 | 0.0414 | -0.0231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243380 | -53347 | -273306 | -461051 | -80961 | -464998 |
Profit Factor | 1.6751 | 3.0069 | 1.1853 | 1.0649 | 1.3379 | 0.9623 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 57.6923 | 61.5385 | 53.8462 | 57.6923 | 61.5385 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2284 | 1.8793 | 1.016 | 0.7809 | 0.8362 | 0.8248 |
Largest Winning Trade | 104230 | 104230 | 70609 | 190593 | 64799 | 190593 |
Largest Losing Trade | -79872 | -25100 | -79872 | -192321 | -51263 | -192321 |
Avg Bars in Trades | 70 | 30 | 109 | 70 | 30 | 109 |
Avg Bars in Winners | 58 | 26 | 94 | 58 | 26 | 94 |
Avg Bars in Losers | 85 | 36 | 127 | 85 | 36 | 127 |
Bars Traded | 7299 | 1586 | 5713 | 7299 | 1586 | 5713 |
Profit Streak | 495.9729 | 0 | 496.9729 | 495.9729 | 0 | 496.9729 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451922 | -165062 | -316281 | -298929 | -317518 | -759750 |
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{ "first_band": { "type": "midprice", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 120, "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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