Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241848.5961 | 204696.9947 | 37151.6014 | -37892.8739 | 1881.0377 | -39773.9117 |
Total P&L (%) | 241.8486 | 204.697 | 37.1516 | -37.8929 | 1.881 | -39.7739 |
Avg Daily Profit (%) | 0.1523 | 0.1289 | 0.0234 | -0.03 | 0.0012 | -0.0319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193812 | -183006 | -88174 | -133434 | -137010 | -112242 |
Profit Factor | 1.2497 | 1.3989 | 1.0816 | 0.949 | 1.0051 | 0.8928 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 124 | 64 | 60 | 124 | 64 | 60 |
Profitability (%) | 49.3878 | 47.541 | 51.2195 | 49.3878 | 47.541 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.2807 | 1.5437 | 1.0301 | 0.9725 | 1.109 | 0.8503 |
Largest Winning Trade | 161159 | 161159 | 43015 | 41526 | 41526 | 26280 |
Largest Losing Trade | -58448 | -40967 | -58448 | -83049 | -49828 | -83049 |
Avg Bars in Trades | 76 | 77 | 74 | 76 | 77 | 74 |
Avg Bars in Winners | 62 | 59 | 64 | 62 | 59 | 64 |
Avg Bars in Losers | 89 | 94 | 85 | 89 | 94 | 85 |
Bars Traded | 18688 | 9485 | 9203 | 18688 | 9485 | 9203 |
Profit Streak | 21.1643 | 29.2476 | 21.1643 | 21.1643 | 29.2476 | 21.1643 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343673 | -18830 | -293886 | -578221 | -571695 | -579794 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 108, "offset": 91 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 108, "offset": 91 } } }
# | 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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