Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523400.5295 | 649788.8437 | -126388.3142 | 18805.6324 | 5654456.5829 | -5635650.9505 |
Total P&L (%) | 523.4005 | 649.7888 | -126.3883 | 18.8056 | 5654.4566 | -5635.651 |
Avg Daily Profit (%) | 0.2665 | 0.3309 | -0.0644 | 0.0088 | 0.2066 | 0 |
Buy And Hold Return (%) | 1660.5568 | 1660.5568 | 1660.5568 | 1660.5568 | 1660.5568 | 1660.5568 |
Max Trade Drawdown | -246063 | -123357 | -276960 | -4431183 | -1990884 | -5856244 |
Profit Factor | 1.6122 | 2.9732 | 0.7596 | 1.0021 | 3.1494 | 0.138 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 59.596 | 59.1837 | 60 | 59.596 | 59.1837 | 60 |
Ratio Avg Win / Avg Loss | 1.093 | 2.0505 | 0.5064 | 0.6794 | 2.172 | 0.092 |
Largest Winning Trade | 193183 | 193183 | 57890 | 2201068 | 2201068 | 157861 |
Largest Losing Trade | -60321 | -47438 | -60321 | -2055047 | -1506916 | -2055047 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Losers | 61 | 64 | 57 | 61 | 64 | 57 |
Bars Traded | 5674 | 2744 | 2930 | 5674 | 2744 | 2930 |
Profit Streak | 405.3311 | 408.3311 | 405.3311 | 405.3311 | 408.3311 | 405.3311 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152760 | -149071 | -758951 | -564352 | 476402 | -758951 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 154, "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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