Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194270.8329 | 84911.2863 | 109359.5466 | 367135.3815 | 145070.5044 | 222064.8772 |
Total P&L (%) | 194.2708 | 84.9113 | 109.3595 | 367.1354 | 145.0705 | 222.0649 |
Avg Daily Profit (%) | 0.373 | 0.163 | 0.21 | 0.2964 | 0.1723 | 0.2248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41117 | -34594 | -22638 | -117531 | -99846 | -86061 |
Profit Factor | 1.534 | 1.4592 | 1.6114 | 1.3835 | 1.2933 | 1.4801 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 43.8776 | 44.898 | 42.8571 | 43.8776 | 44.898 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9622 | 1.7908 | 2.1486 | 1.7696 | 1.5872 | 1.9734 |
Largest Winning Trade | 30663 | 30663 | 22603 | 98498 | 98498 | 68130 |
Largest Losing Trade | -11295 | -9261 | -11295 | -33825 | -24234 | -33825 |
Avg Bars in Trades | 126 | 126 | 125 | 126 | 126 | 125 |
Avg Bars in Winners | 179 | 176 | 182 | 179 | 176 | 182 |
Avg Bars in Losers | 84 | 85 | 83 | 84 | 85 | 83 |
Bars Traded | 24728 | 12393 | 12335 | 24728 | 12393 | 12335 |
Profit Streak | 6.4408 | 0 | 13.1491 | 6.4408 | 0 | 13.1491 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377726 | 238579 | 295096 | 321042 | 204909 | 272485 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 170, "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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