Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629342.2618 | 530961.7564 | 98380.5054 | 183273.0176 | 677736.0592 | -494463.0416 |
Total P&L (%) | 629.3423 | 530.9618 | 98.3805 | 183.273 | 677.7361 | -494.463 |
Avg Daily Profit (%) | 0.3938 | 0.3323 | 0.0616 | 0.0652 | 0.1284 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172538 | -95205 | -144242 | -700048 | -268889 | -668218 |
Profit Factor | 1.8677 | 2.5348 | 1.2593 | 1.0852 | 1.7753 | 0.6127 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 40.4959 | 32.7869 | 48.3333 | 40.4959 | 32.7869 | 48.3333 |
Ratio Avg Win / Avg Loss | 2.7444 | 5.1964 | 1.3462 | 1.5946 | 3.6394 | 0.655 |
Largest Winning Trade | 362834 | 362834 | 57012 | 553301 | 553301 | 69614 |
Largest Losing Trade | -60210 | -25999 | -60210 | -291928 | -99655 | -291928 |
Avg Bars in Trades | 155 | 142 | 169 | 155 | 142 | 169 |
Avg Bars in Winners | 228 | 223 | 232 | 228 | 223 | 232 |
Avg Bars in Losers | 106 | 103 | 110 | 106 | 103 | 110 |
Bars Traded | 18838 | 8690 | 10148 | 18838 | 8690 | 10148 |
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 | 355115 | -154651 | -280712 | -234960 | -186416 | -750606 |
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{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 71 } }, "second_band": { "type": "sinwma", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 71 } }, "second_band": { "type": "sinwma", "factors": { "length": 195, "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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