Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305628.2435 | 167816.8904 | 137811.3531 | 343090.7414 | -93820.8355 | 436911.5769 |
Total P&L (%) | 305.6282 | 167.8169 | 137.8114 | 343.0907 | -93.8208 | 436.9116 |
Avg Daily Profit (%) | 0.2934 | 0.1611 | 0.1323 | 0.143 | -0.2669 | 0.1615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96125 | -75166 | -55657 | -1007728 | -723676 | -416261 |
Profit Factor | 1.5434 | 1.5561 | 1.5287 | 1.1316 | 0.9397 | 1.416 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 75 | 77.2727 | 72.7273 | 75 | 77.2727 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5145 | 0.4577 | 0.5733 | 0.3772 | 0.2764 | 0.531 |
Largest Winning Trade | 42330 | 42330 | 26832 | 199168 | 199168 | 165777 |
Largest Losing Trade | -55657 | -51407 | -55657 | -678744 | -678744 | -385916 |
Avg Bars in Trades | 139 | 140 | 137 | 139 | 140 | 137 |
Avg Bars in Winners | 91 | 95 | 87 | 91 | 95 | 87 |
Avg Bars in Losers | 280 | 292 | 271 | 280 | 292 | 271 |
Bars Traded | 24478 | 12350 | 12128 | 24478 | 12350 | 12128 |
Profit Streak | 10.916 | 50.3327 | 10.916 | 10.916 | 50.3327 | 10.916 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488921 | 440927 | -13036 | -74315 | -575800 | 358768 |
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{ "first_band": { "type": "ema", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 236, "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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