Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86706.513 | 33784.0142 | 52922.4988 | 95145.5823 | 41665.9116 | 53479.6707 |
Total P&L (%) | 86.7065 | 33.784 | 52.9225 | 95.1456 | 41.6659 | 53.4797 |
Avg Daily Profit (%) | 0.3329 | 0.1297 | 0.2032 | 0.2571 | 0.1338 | 0.1646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41158 | -21062 | -31733 | -72144 | -23904 | -52938 |
Profit Factor | 1.4238 | 1.3088 | 1.5561 | 1.3226 | 1.282 | 1.3634 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 67.6259 | 66.6667 | 68.5714 | 67.6259 | 66.6667 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.6816 | 0.6544 | 0.7132 | 0.6332 | 0.641 | 0.6249 |
Largest Winning Trade | 14542 | 10622 | 14542 | 19827 | 15587 | 19827 |
Largest Losing Trade | -23214 | -21062 | -23214 | -35786 | -23904 | -35786 |
Avg Bars in Trades | 173 | 180 | 167 | 173 | 180 | 167 |
Avg Bars in Winners | 126 | 124 | 128 | 126 | 124 | 128 |
Avg Bars in Losers | 271 | 291 | 251 | 271 | 291 | 251 |
Bars Traded | 24147 | 12434 | 11713 | 24147 | 12434 | 11713 |
Profit Streak | 7.9529 | 0 | 11.4529 | 7.9529 | 0 | 11.4529 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355092 | -125053 | -86043 | 309481 | -119041 | -87513 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 233, "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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