Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378515.5567 | 300918.4138 | 77597.1429 | -150767.7148 | 108482.5489 | -259250.2637 |
Total P&L (%) | 378.5156 | 300.9184 | 77.5971 | -150.7677 | 108.4825 | -259.2503 |
Avg Daily Profit (%) | 0.2011 | 0.1599 | 0.0412 | 0 | 0.039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126134 | -79464 | -145536 | -367129 | -73951 | -433666 |
Profit Factor | 1.3647 | 1.7617 | 1.1207 | 0.8563 | 1.3164 | 0.6331 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 116 | 58 | 58 | 87 | 48 | 39 |
Losing Trades | 81 | 41 | 40 | 110 | 51 | 59 |
Profitability (%) | 58.8832 | 58.5859 | 59.1837 | 44.1624 | 48.4848 | 39.7959 |
Ratio Avg Win / Avg Loss | 0.9529 | 1.2453 | 0.7729 | 1.0827 | 1.3987 | 0.9578 |
Largest Winning Trade | 46182 | 41172 | 46182 | 65993 | 51867 | 65993 |
Largest Losing Trade | -105669 | -27703 | -105669 | -243689 | -32480 | -243689 |
Avg Bars in Trades | 112 | 111 | 113 | 112 | 111 | 113 |
Avg Bars in Winners | 105 | 104 | 105 | 113 | 113 | 113 |
Avg Bars in Losers | 122 | 120 | 123 | 111 | 109 | 113 |
Bars Traded | 22124 | 11033 | 11091 | 22124 | 11033 | 11091 |
Profit Streak | 0 | 0 | 28.9103 | 18.577 | 36.2436 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310544 | 371890 | -225796 | -579788 | -140450 | -585039 |
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{ "first_band": { "type": "ema", "factors": { "length": 112, "offset": 152 } }, "second_band": { "type": "sinwma", "factors": { "length": 158, "offset": 148 } } }
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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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