Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1704906.8892 | 1620706.2535 | 84200.6357 | 2899193.7813 | 2182687.8536 | 716505.9277 |
Total P&L (%) | 1704.9069 | 1620.7063 | 84.2006 | 2899.1938 | 2182.6879 | 716.5059 |
Avg Daily Profit (%) | 0.9166 | 0.8713 | 0.0453 | 0.183 | 0.1683 | 0.113 |
Buy And Hold Return (%) | 122.5024 | 122.5024 | 122.5024 | 122.5024 | 122.5024 | 122.5024 |
Max Trade Drawdown | -141199 | -82393 | -96058 | -7940096 | -5175184 | -3396139 |
Profit Factor | 4.7349 | 8.2681 | 1.3606 | 1.1698 | 1.2331 | 1.0929 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 35.4839 | 35.4839 | 35.4839 | 35.4839 | 35.4839 | 35.4839 |
Ratio Avg Win / Avg Loss | 8.6089 | 15.0329 | 2.4739 | 2.1268 | 2.242 | 1.987 |
Largest Winning Trade | 1440671 | 1440671 | 72984 | 3699125 | 3699125 | 1599490 |
Largest Losing Trade | -29658 | -26026 | -29658 | -2162922 | -2162922 | -1401635 |
Avg Bars in Trades | 57 | 55 | 60 | 57 | 55 | 60 |
Avg Bars in Winners | 117 | 113 | 121 | 117 | 113 | 121 |
Avg Bars in Losers | 25 | 23 | 26 | 25 | 23 | 26 |
Bars Traded | 3587 | 1722 | 1865 | 3587 | 1722 | 1865 |
Profit Streak | 0 | 0 | 85.8301 | 0 | 0 | 85.8301 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143555 | 578558 | -301786 | -189221 | 103249 | -164946 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 10, "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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