Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275048.7251 | 170844.1201 | 104204.605 | 262950.8393 | 19792.8172 | 243158.0221 |
Total P&L (%) | 275.0487 | 170.8441 | 104.2046 | 262.9508 | 19.7928 | 243.158 |
Avg Daily Profit (%) | 0.264 | 0.164 | 0.1 | 0.1238 | 0.0173 | 0.1184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97115 | -71003 | -67808 | -609588 | -425104 | -360150 |
Profit Factor | 1.4702 | 1.6124 | 1.3405 | 1.1569 | 1.0219 | 1.3142 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 123 | 58 | 65 | 123 | 58 | 65 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 66.8478 | 63.0435 | 70.6522 | 66.8478 | 63.0435 | 70.6522 |
Ratio Avg Win / Avg Loss | 0.7291 | 0.9452 | 0.5568 | 0.5738 | 0.5991 | 0.5459 |
Largest Winning Trade | 38995 | 38995 | 34896 | 104144 | 89517 | 104144 |
Largest Losing Trade | -54641 | -34344 | -54641 | -301504 | -301504 | -259934 |
Avg Bars in Trades | 131 | 126 | 135 | 131 | 126 | 135 |
Avg Bars in Winners | 93 | 93 | 93 | 93 | 93 | 93 |
Avg Bars in Losers | 208 | 183 | 238 | 208 | 183 | 238 |
Bars Traded | 24161 | 11673 | 12487 | 24161 | 11673 | 12487 |
Profit Streak | 43.3098 | 43.3098 | 52.8515 | 43.3098 | 43.3098 | 52.8515 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446355 | 386854 | -56640 | -72514 | -371608 | -32262 |
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{ "first_band": { "type": "midprice", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 212, "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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