Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248623.1864 | 1108524.8798 | 140098.3067 | 6317058.1487 | 2556606.0179 | 3760452.1308 |
Total P&L (%) | 1248.6232 | 1108.5249 | 140.0983 | 6317.0581 | 2556.606 | 3760.4521 |
Avg Daily Profit (%) | 0.6702 | 0.595 | 0.0752 | 0.2236 | 0.1762 | 0.1963 |
Buy And Hold Return (%) | 128.2018 | 128.2018 | 128.2018 | 128.2018 | 128.2018 | 128.2018 |
Max Trade Drawdown | -108904 | -46284 | -99979 | -3315504 | -1587560 | -2491674 |
Profit Factor | 3.3672 | 6.0657 | 1.4539 | 1.4738 | 1.4169 | 1.5223 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 40.9091 | 43.1818 | 38.6364 | 40.9091 | 43.1818 | 38.6364 |
Ratio Avg Win / Avg Loss | 4.8637 | 7.9812 | 2.3091 | 2.1288 | 1.8643 | 2.4177 |
Largest Winning Trade | 806079 | 806079 | 78161 | 1875302 | 1875302 | 1626214 |
Largest Losing Trade | -29727 | -27882 | -29727 | -1098526 | -1098526 | -944964 |
Avg Bars in Trades | 124 | 113 | 134 | 124 | 113 | 134 |
Avg Bars in Winners | 216 | 161 | 277 | 216 | 161 | 277 |
Avg Bars in Losers | 60 | 78 | 44 | 60 | 78 | 44 |
Bars Traded | 10937 | 5015 | 5922 | 10937 | 5015 | 5922 |
Profit Streak | 18.5096 | 0 | 173.3429 | 18.5096 | 0 | 173.3429 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567235 | 624554 | -230325 | 279302 | 257414 | 271933 |
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{ "first_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 22, "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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