Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536952.8144 | 434734.9676 | 102217.8467 | 161067.0718 | 1009861.421 | -848794.3492 |
Total P&L (%) | 536.9528 | 434.735 | 102.2178 | 161.0671 | 1009.8614 | -848.7943 |
Avg Daily Profit (%) | 0.3369 | 0.2727 | 0.0641 | 0.0602 | 0.1511 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171756 | -117976 | -150222 | -1920414 | -798332 | -1816531 |
Profit Factor | 1.5705 | 1.8892 | 1.226 | 1.0293 | 1.41 | 0.7196 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 53.4722 | 44.4444 | 62.5 | 53.4722 | 44.4444 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3665 | 2.3616 | 0.7356 | 0.8957 | 1.7625 | 0.4318 |
Largest Winning Trade | 164531 | 164531 | 56751 | 558516 | 558516 | 279955 |
Largest Losing Trade | -61244 | -41515 | -61244 | -883780 | -403907 | -883780 |
Avg Bars in Trades | 129 | 116 | 143 | 129 | 116 | 143 |
Avg Bars in Winners | 132 | 116 | 143 | 132 | 116 | 143 |
Avg Bars in Losers | 127 | 116 | 143 | 127 | 116 | 143 |
Bars Traded | 18703 | 8398 | 10305 | 18703 | 8398 | 10305 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423921 | -69789 | -186898 | -301607 | -72131 | -658337 |
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{ "first_band": { "type": "sma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 84, "offset": 40 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 84, "offset": 40 } } }
# | 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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