Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243342.0156 | 1093450.6705 | 149891.345 | 15286123.3899 | 6218307.3517 | 9067816.0382 |
Total P&L (%) | 1243.342 | 1093.4507 | 149.8913 | 15286.1234 | 6218.3074 | 9067.816 |
Avg Daily Profit (%) | 0.4973 | 0.4373 | 0.06 | 0.2016 | 0.166 | 0.1809 |
Buy And Hold Return (%) | 464.001 | 464.001 | 464.001 | 464.001 | 464.001 | 464.001 |
Max Trade Drawdown | -76184 | -48598 | -53468 | -14501640 | -9674043 | -11743296 |
Profit Factor | 4.3062 | 7.6314 | 1.7098 | 1.3207 | 1.2528 | 1.3932 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 43.0769 | 36.3636 | 50 | 43.0769 | 36.3636 | 50 |
Ratio Avg Win / Avg Loss | 5.6904 | 13.3549 | 1.7098 | 1.7452 | 2.1923 | 1.3932 |
Largest Winning Trade | 582222 | 582222 | 54241 | 9822210 | 9822210 | 7413009 |
Largest Losing Trade | -32700 | -21610 | -32700 | -4442810 | -4442810 | -4285058 |
Avg Bars in Trades | 149 | 135 | 164 | 149 | 135 | 164 |
Avg Bars in Winners | 257 | 245 | 266 | 257 | 245 | 266 |
Avg Bars in Losers | 68 | 72 | 62 | 68 | 72 | 62 |
Bars Traded | 9745 | 4473 | 5272 | 9745 | 4473 | 5272 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124500 | 315178 | -275441 | -129596 | 119710 | 305834 |
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{ "first_band": { "type": "sma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "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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