Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560876.709 | 457499.9876 | 103376.7214 | 886968.2859 | 574539.5955 | 312428.6905 |
Total P&L (%) | 560.8767 | 457.5 | 103.3767 | 886.9683 | 574.5396 | 312.4287 |
Avg Daily Profit (%) | 0.3466 | 0.2828 | 0.0639 | 0.1416 | 0.118 | 0.0876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147687 | -162815 | -138476 | -722310 | -797009 | -493558 |
Profit Factor | 1.7373 | 2.1676 | 1.2802 | 1.2695 | 1.3142 | 1.2136 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 36.6906 | 31.4286 | 42.029 | 36.6906 | 31.4286 | 42.029 |
Ratio Avg Win / Avg Loss | 2.9976 | 4.7293 | 1.7658 | 2.1906 | 2.8674 | 1.674 |
Largest Winning Trade | 213489 | 213489 | 53276 | 450934 | 450934 | 241122 |
Largest Losing Trade | -23854 | -16576 | -23854 | -142562 | -142562 | -112500 |
Avg Bars in Trades | 136 | 128 | 145 | 136 | 128 | 145 |
Avg Bars in Winners | 256 | 260 | 252 | 256 | 260 | 252 |
Avg Bars in Losers | 67 | 68 | 67 | 67 | 68 | 67 |
Bars Traded | 19039 | 9020 | 10019 | 19039 | 9020 | 10019 |
Profit Streak | 500.1138 | 505.5305 | 0 | 500.1138 | 505.5305 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300987 | -88644 | -211600 | -6804 | -134809 | -180385 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 44, "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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