Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267624.4445 | 100655.8249 | 166968.6196 | -943038.6679 | -284436.8319 | -658601.836 |
Total P&L (%) | 267.6244 | 100.6558 | 166.9686 | -943.0387 | -284.4368 | -658.6018 |
Avg Daily Profit (%) | 0.1668 | 0.0628 | 0.1041 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241687 | -52743 | -222784 | -1956974 | -518507 | -1518949 |
Profit Factor | 1.4762 | 1.4988 | 1.4636 | 0.707 | 0.7447 | 0.687 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 65 | 27 | 38 | 53 | 25 | 28 |
Losing Trades | 43 | 27 | 16 | 55 | 29 | 26 |
Profitability (%) | 60.1852 | 50 | 70.3704 | 49.0741 | 46.2963 | 51.8519 |
Ratio Avg Win / Avg Loss | 0.9766 | 1.4988 | 0.6162 | 0.7336 | 0.8638 | 0.6379 |
Largest Winning Trade | 49807 | 37565 | 49807 | 221557 | 221557 | 172702 |
Largest Losing Trade | -150280 | -30146 | -150280 | -660346 | -156724 | -660346 |
Avg Bars in Trades | 54 | 30 | 79 | 54 | 30 | 79 |
Avg Bars in Winners | 54 | 30 | 70 | 60 | 31 | 85 |
Avg Bars in Losers | 55 | 30 | 99 | 49 | 29 | 72 |
Bars Traded | 5931 | 1648 | 4283 | 5931 | 1648 | 4283 |
Profit Streak | 54.2217 | 224.2217 | 54.2217 | 0 | 0 | 0 |
Trades During Streak | 4 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356691 | -286462 | -231026 | -580850 | -762273 | -760593 |
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{ "first_band": { "type": "midprice", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 157, "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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