Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615368.4626 | 1553632.8311 | 61735.6315 | 404318.2271 | 577567.6251 | -173249.398 |
Total P&L (%) | 1615.3685 | 1553.6328 | 61.7356 | 404.3182 | 577.5676 | -173.2494 |
Avg Daily Profit (%) | 0.8678 | 0.8346 | 0.0332 | 0.087 | 0.1028 | 0 |
Buy And Hold Return (%) | 54.4706 | 54.4706 | 54.4706 | 54.4706 | 54.4706 | 54.4706 |
Max Trade Drawdown | -123056 | -93626 | -41302 | -1299635 | -1119970 | -405558 |
Profit Factor | 4.101 | 6.3005 | 1.271 | 1.0855 | 1.2379 | 0.9247 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 37.3333 | 28.9474 | 45.9459 | 37.3333 | 28.9474 | 45.9459 |
Ratio Avg Win / Avg Loss | 6.8838 | 15.4649 | 1.4953 | 1.8221 | 3.0386 | 1.0879 |
Largest Winning Trade | 1471491 | 1471491 | 50947 | 1471491 | 1471491 | 481768 |
Largest Losing Trade | -55442 | -54826 | -55442 | -871281 | -383901 | -871281 |
Avg Bars in Trades | 94 | 87 | 101 | 94 | 87 | 101 |
Avg Bars in Winners | 143 | 144 | 143 | 143 | 144 | 143 |
Avg Bars in Losers | 64 | 63 | 65 | 64 | 63 | 65 |
Bars Traded | 7054 | 3307 | 3747 | 7054 | 3307 | 3747 |
Profit Streak | 0 | 0 | 66.1852 | 0 | 0 | 66.1852 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45843 | 335525 | -273976 | -268420 | -66860 | -580123 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 11, "offset": 205 } }, "second_band": { "type": "rma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 11, "offset": 205 } }, "second_band": { "type": "rma", "factors": { "length": 116, "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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