Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160826.543 | 37094.8506 | 123731.6924 | 212393.6705 | 51334.3923 | 161059.2782 |
Total P&L (%) | 160.8265 | 37.0949 | 123.7317 | 212.3937 | 51.3344 | 161.0593 |
Avg Daily Profit (%) | 0.3088 | 0.0712 | 0.2376 | 0.2189 | 0.0796 | 0.1844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50663 | -50348 | -23934 | -71813 | -69178 | -54839 |
Profit Factor | 1.6356 | 1.2322 | 2.3259 | 1.5586 | 1.2395 | 1.9708 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 63.3663 | 64 | 62.7451 | 63.3663 | 64 | 62.7451 |
Ratio Avg Win / Avg Loss | 0.9456 | 0.6931 | 1.381 | 0.9011 | 0.6972 | 1.1702 |
Largest Winning Trade | 17381 | 17174 | 17381 | 46259 | 27284 | 46259 |
Largest Losing Trade | -34027 | -34027 | -23223 | -48946 | -43130 | -48946 |
Avg Bars in Trades | 242 | 275 | 208 | 242 | 275 | 208 |
Avg Bars in Winners | 158 | 171 | 146 | 158 | 171 | 146 |
Avg Bars in Losers | 386 | 461 | 314 | 386 | 461 | 314 |
Bars Traded | 24450 | 13791 | 10658 | 24450 | 13791 | 10658 |
Profit Streak | 10.0356 | 11.5772 | 10.0356 | 10.0356 | 11.5772 | 10.0356 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410609 | -280498 | -167049 | 371386 | -268072 | -168188 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 109, "offset": 76 } } }
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# | 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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