Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243122.9017 | 398463.1887 | -155340.287 | -126346.2287 | -12730.9339 | -113615.2948 |
Total P&L (%) | 243.1229 | 398.4632 | -155.3403 | -126.3462 | -12.7309 | -113.6153 |
Avg Daily Profit (%) | 0.1023 | 0.1677 | -0.0654 | 0 | -0.0057 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264772 | -97886 | -271454 | -840508 | -463204 | -432210 |
Profit Factor | 1.2591 | 1.8896 | 0.6833 | 0.9109 | 0.9841 | 0.8161 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 17 | 18 | 29 | 16 | 13 |
Losing Trades | 27 | 14 | 13 | 33 | 15 | 18 |
Profitability (%) | 56.4516 | 54.8387 | 58.0645 | 46.7742 | 51.6129 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.9713 | 1.5561 | 0.4935 | 1.0365 | 0.9226 | 1.1299 |
Largest Winning Trade | 264500 | 264500 | 57151 | 431761 | 431761 | 212967 |
Largest Losing Trade | -200399 | -62668 | -200399 | -179494 | -179494 | -146018 |
Avg Bars in Trades | 73 | 56 | 90 | 73 | 56 | 90 |
Avg Bars in Winners | 73 | 41 | 104 | 70 | 66 | 76 |
Avg Bars in Losers | 73 | 74 | 72 | 76 | 45 | 101 |
Bars Traded | 4569 | 1754 | 2815 | 4569 | 1754 | 2815 |
Profit Streak | 50.4294 | 91.4294 | 50.4294 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -214880 | 434816 | -579208 | -738865 | -580608 | -582287 |
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 114, "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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