Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106305.5477 | 83231.5489 | 23073.9988 | 136777.4165 | 88476.8284 | 48300.5881 |
Total P&L (%) | 106.3055 | 83.2315 | 23.074 | 136.7774 | 88.4768 | 48.3006 |
Avg Daily Profit (%) | 1.2246 | 0.9588 | 0.2658 | 0.9979 | 0.7328 | 0.455 |
Buy And Hold Return (%) | 48.2459 | 48.2459 | 48.2459 | 48.2459 | 48.2459 | 48.2459 |
Max Trade Drawdown | -21592 | -21965 | -15221 | -59844 | -43081 | -40980 |
Profit Factor | 1.7822 | 2.1346 | 1.3689 | 1.5211 | 1.626 | 1.3987 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 46.6165 | 41.791 | 51.5152 | 46.6165 | 41.791 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.0409 | 2.9732 | 1.2884 | 1.7419 | 2.2648 | 1.3165 |
Largest Winning Trade | 52968 | 52968 | 9950 | 61592 | 61592 | 23601 |
Largest Losing Trade | -10736 | -6656 | -10736 | -29866 | -14338 | -29866 |
Avg Bars in Trades | 183 | 186 | 180 | 183 | 186 | 180 |
Avg Bars in Winners | 248 | 258 | 239 | 248 | 258 | 239 |
Avg Bars in Losers | 126 | 134 | 117 | 126 | 134 | 117 |
Bars Traded | 24410 | 12508 | 11902 | 24410 | 12508 | 11902 |
Profit Streak | 0 | 0 | 4.0027 | 0 | 0 | 4.0027 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289976 | -113871 | -282776 | 334781 | -114840 | -280624 |
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{ "first_band": { "type": "sma", "factors": { "length": 34, "offset": 245 } }, "second_band": { "type": "sinwma", "factors": { "length": 219, "offset": 0 } } }
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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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