Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396140.1677 | 380037.9038 | 16102.2638 | 49883.3719 | 58492.0166 | -8608.6447 |
Total P&L (%) | 396.1402 | 380.0379 | 16.1023 | 49.8834 | 58.492 | -8.6086 |
Avg Daily Profit (%) | 0.1686 | 0.1617 | 0.0069 | 0.0172 | 0.0196 | -0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131165 | -75723 | -157946 | -262469 | -173631 | -205847 |
Profit Factor | 1.6213 | 2.214 | 1.0496 | 1.0429 | 1.0988 | 0.9849 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 43.3333 | 44.4444 | 42.2222 | 43.3333 | 44.4444 | 42.2222 |
Ratio Avg Win / Avg Loss | 2.1201 | 2.7675 | 1.4363 | 1.3638 | 1.3735 | 1.3478 |
Largest Winning Trade | 256113 | 256113 | 66776 | 162768 | 162768 | 143708 |
Largest Losing Trade | -49255 | -49255 | -46035 | -99828 | -99828 | -92037 |
Avg Bars in Trades | 75 | 67 | 83 | 75 | 67 | 83 |
Avg Bars in Winners | 120 | 106 | 134 | 120 | 106 | 134 |
Avg Bars in Losers | 41 | 36 | 46 | 41 | 36 | 46 |
Bars Traded | 6821 | 3048 | 3773 | 6821 | 3048 | 3773 |
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 | 290504 | 338860 | -362075 | -346891 | -281350 | -582070 |
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{ "first_band": { "type": "ema", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "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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