Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103617.1567 | 76747.5204 | 26869.6364 | 116874.6617 | 92225.7478 | 24648.9139 |
Total P&L (%) | 103.6172 | 76.7475 | 26.8696 | 116.8747 | 92.2257 | 24.6489 |
Avg Daily Profit (%) | 0.413 | 0.3059 | 0.1071 | 0.309 | 0.2608 | 0.0879 |
Buy And Hold Return (%) | 19.8744 | 19.8744 | 19.8744 | 19.8744 | 19.8744 | 19.8744 |
Max Trade Drawdown | -40959 | -27790 | -36256 | -54671 | -49240 | -36119 |
Profit Factor | 1.4784 | 1.7228 | 1.2434 | 1.3479 | 1.5349 | 1.1507 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Losing Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Profitability (%) | 56.1404 | 64.9123 | 47.3684 | 56.1404 | 64.9123 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.155 | 0.9312 | 1.3815 | 1.053 | 0.8297 | 1.2786 |
Largest Winning Trade | 23014 | 23014 | 19999 | 21505 | 21505 | 19388 |
Largest Losing Trade | -32036 | -13475 | -32036 | -29211 | -27834 | -29211 |
Avg Bars in Trades | 201 | 200 | 201 | 201 | 200 | 201 |
Avg Bars in Winners | 160 | 138 | 191 | 160 | 138 | 191 |
Avg Bars in Losers | 252 | 316 | 210 | 252 | 316 | 210 |
Bars Traded | 22935 | 11441 | 11494 | 22935 | 11441 | 11494 |
Profit Streak | 23.1205 | 37.4747 | 0 | 23.1205 | 37.4747 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347179 | -171374 | -289063 | 302491 | -171701 | -403971 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 234, "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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