Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799647.3624 | 696549.0782 | 103098.2842 | 1338137.5531 | -669366.7844 | 2007504.3375 |
Total P&L (%) | 799.6474 | 696.5491 | 103.0983 | 1338.1376 | -669.3668 | 2007.5043 |
Avg Daily Profit (%) | 0.3839 | 0.3344 | 0.0495 | 0.1281 | 0 | 0.1464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175447 | -112474 | -100455 | -7667068 | -5598132 | -3800246 |
Profit Factor | 1.941 | 2.5365 | 1.2601 | 1.0474 | 0.957 | 1.1583 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 34.5794 | 32.7103 | 36.4486 | 34.5794 | 32.7103 | 36.4486 |
Ratio Avg Win / Avg Loss | 3.6723 | 5.218 | 2.1971 | 1.9815 | 1.9687 | 2.0196 |
Largest Winning Trade | 320119 | 320119 | 50564 | 3504258 | 3504258 | 2374359 |
Largest Losing Trade | -27486 | -23104 | -27486 | -1141897 | -1060902 | -1141897 |
Avg Bars in Trades | 115 | 101 | 128 | 115 | 101 | 128 |
Avg Bars in Winners | 230 | 209 | 249 | 230 | 209 | 249 |
Avg Bars in Losers | 54 | 49 | 59 | 54 | 49 | 59 |
Bars Traded | 24698 | 10908 | 13790 | 24698 | 10908 | 13790 |
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 | 303085 | 253038 | -131403 | -193846 | -584993 | -47973 |
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{ "first_band": { "type": "ema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 29, "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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