Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409895.2471 | 251316.4409 | 158578.8062 | 656259.0555 | 572365.2367 | 83893.8188 |
Total P&L (%) | 409.8952 | 251.3164 | 158.5788 | 656.2591 | 572.3652 | 83.8938 |
Avg Daily Profit (%) | 0.2443 | 0.1498 | 0.0945 | 0.1206 | 0.1136 | 0.0363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88002 | -82598 | -61616 | -1110209 | -351148 | -776519 |
Profit Factor | 1.5955 | 1.7655 | 1.4405 | 1.2233 | 1.4333 | 1.0519 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 41.875 | 37.5 | 46.25 | 41.875 | 37.5 | 46.25 |
Ratio Avg Win / Avg Loss | 2.2147 | 2.9426 | 1.6741 | 1.6981 | 2.3889 | 1.2224 |
Largest Winning Trade | 88970 | 88970 | 55094 | 376010 | 376010 | 255948 |
Largest Losing Trade | -26790 | -17488 | -26790 | -242625 | -158912 | -242625 |
Avg Bars in Trades | 123 | 113 | 133 | 123 | 113 | 133 |
Avg Bars in Winners | 194 | 191 | 196 | 194 | 191 | 196 |
Avg Bars in Losers | 72 | 67 | 79 | 72 | 67 | 79 |
Bars Traded | 19789 | 9094 | 10695 | 19789 | 9094 | 10695 |
Profit Streak | 30.0119 | 0 | 48.0952 | 30.0119 | 0 | 48.0952 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331883 | -14092 | -84680 | -32591 | -63199 | -327796 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 148, "offset": 7 } } }
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# | 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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