Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595144.4867 | 458220.8364 | 136923.6503 | 561063.2233 | 1004944.1766 | -443880.9533 |
Total P&L (%) | 595.1445 | 458.2208 | 136.9237 | 561.0632 | 1004.9442 | -443.881 |
Avg Daily Profit (%) | 0.3167 | 0.2438 | 0.0729 | 0.1005 | 0.1279 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150015 | -74787 | -144669 | -1424733 | -798943 | -796766 |
Profit Factor | 1.5677 | 1.8979 | 1.2545 | 1.1281 | 1.4502 | 0.7933 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 52.1277 | 50 | 54.2553 | 52.1277 | 50 | 54.2553 |
Ratio Avg Win / Avg Loss | 1.4397 | 1.8979 | 1.0577 | 1.036 | 1.4502 | 0.6689 |
Largest Winning Trade | 167991 | 167991 | 73669 | 1201589 | 1201589 | 279793 |
Largest Losing Trade | -46840 | -43024 | -46840 | -531350 | -531350 | -477486 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 46 | 38 | 54 | 46 | 38 | 54 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 7424 | 3160 | 4265 | 7424 | 3160 | 4265 |
Profit Streak | 0 | 19.6491 | 0 | 0 | 19.6491 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432525 | 426685 | -95617 | -136691 | -20598 | -580529 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "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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