Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71918.9295 | 41909.5685 | 30009.361 | 51291.1297 | 34951.7839 | 16339.3458 |
Total P&L (%) | 71.9189 | 41.9096 | 30.0094 | 51.2911 | 34.9518 | 16.3393 |
Avg Daily Profit (%) | 0.2762 | 0.1609 | 0.1152 | 0.1591 | 0.1152 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68421 | -31459 | -50840 | -90904 | -42624 | -63518 |
Profit Factor | 1.2169 | 1.2687 | 1.1709 | 1.1199 | 1.1763 | 1.0712 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 158 | 77 | 81 | 158 | 77 | 81 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 68.1034 | 66.3793 | 69.8276 | 68.1034 | 66.3793 | 69.8276 |
Ratio Avg Win / Avg Loss | 0.57 | 0.6426 | 0.506 | 0.5245 | 0.5958 | 0.4629 |
Largest Winning Trade | 14190 | 14190 | 10483 | 12632 | 12632 | 10272 |
Largest Losing Trade | -37032 | -14590 | -37032 | -53506 | -16241 | -53506 |
Avg Bars in Trades | 106 | 108 | 104 | 106 | 108 | 104 |
Avg Bars in Winners | 67 | 67 | 68 | 67 | 67 | 68 |
Avg Bars in Losers | 189 | 188 | 189 | 189 | 188 | 189 |
Bars Traded | 24724 | 12576 | 12148 | 24724 | 12576 | 12148 |
Profit Streak | 3.4008 | 10.0363 | 3.4008 | 3.4008 | 10.0363 | 3.4008 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305375 | 200324 | -75816 | -81933 | -68039 | -267869 |
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{ "first_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 174, "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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