Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1881005.7179 | 1749106.8288 | 131898.8892 | 10491564.9453 | 2182061.1393 | 8309503.806 |
Total P&L (%) | 1881.0057 | 1749.1068 | 131.8989 | 10491.5649 | 2182.0611 | 8309.5038 |
Avg Daily Profit (%) | 0.8314 | 0.7731 | 0.0583 | 0.2063 | 0.1383 | 0.1961 |
Buy And Hold Return (%) | 280.8108 | 280.8108 | 280.8108 | 280.8108 | 280.8108 | 280.8108 |
Max Trade Drawdown | -162487 | -50576 | -128704 | -9218102 | -8392023 | -3378835 |
Profit Factor | 5.2954 | 9.5168 | 1.5672 | 1.4198 | 1.1451 | 1.8343 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.8462 | 51.5152 | 56.25 | 53.8462 | 51.5152 | 56.25 |
Ratio Avg Win / Avg Loss | 4.5389 | 8.957 | 1.2189 | 1.2169 | 1.0778 | 1.4267 |
Largest Winning Trade | 1273335 | 1273335 | 62746 | 6334718 | 6334718 | 5076279 |
Largest Losing Trade | -41861 | -33632 | -41861 | -5412171 | -5412171 | -2837856 |
Avg Bars in Trades | 198 | 175 | 222 | 198 | 175 | 222 |
Avg Bars in Winners | 285 | 257 | 311 | 285 | 257 | 311 |
Avg Bars in Losers | 96 | 87 | 106 | 96 | 87 | 106 |
Bars Traded | 12885 | 5780 | 7105 | 12885 | 5780 | 7105 |
Profit Streak | 0 | 0 | 162.0069 | 0 | 0 | 162.0069 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114497 | 760398 | -277387 | -126593 | -68629 | 436225 |
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{ "first_band": { "type": "sma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 64, "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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