Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21669.5795 | 1256.0074 | 20413.5721 | 21592.223 | -1430.7147 | 23022.9377 |
Total P&L (%) | 21.6696 | 1.256 | 20.4136 | 21.5922 | -1.4307 | 23.0229 |
Avg Daily Profit (%) | 0.4161 | 0.0241 | 0.392 | 0.3761 | -0.0277 | 0.3986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12216 | -12023 | -8366 | -17195 | -16650 | -10750 |
Profit Factor | 1.4356 | 1.0381 | 2.217 | 1.342 | 0.9662 | 2.1053 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 59.7222 | 58.3333 | 61.1111 | 59.7222 | 58.3333 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.9682 | 0.7415 | 1.4108 | 0.9051 | 0.6901 | 1.3398 |
Largest Winning Trade | 9981 | 9981 | 4277 | 11635 | 11635 | 4467 |
Largest Losing Trade | -9272 | -9272 | -3023 | -12409 | -12409 | -3910 |
Avg Bars in Trades | 333 | 335 | 330 | 333 | 335 | 330 |
Avg Bars in Winners | 260 | 249 | 269 | 260 | 249 | 269 |
Avg Bars in Losers | 441 | 455 | 426 | 441 | 455 | 426 |
Bars Traded | 23988 | 12079 | 11909 | 23988 | 12079 | 11909 |
Profit Streak | 14.6512 | 0 | 17.5741 | 14.6512 | 0 | 17.5741 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80768 | -507695 | 243372 | -81734 | -581756 | 300294 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 213, "offset": 238 } } }
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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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