Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1364170.2084 | 1288797.8571 | 75372.3513 | 819362.267 | 377792.4342 | 441569.8328 |
Total P&L (%) | 1364.1702 | 1288.7979 | 75.3724 | 819.3623 | 377.7924 | 441.5698 |
Avg Daily Profit (%) | 0.7382 | 0.6974 | 0.0408 | 0.1201 | 0.0847 | 0.0915 |
Buy And Hold Return (%) | 32.6286 | 32.6286 | 32.6286 | 32.6286 | 32.6286 | 32.6286 |
Max Trade Drawdown | -164772 | -122706 | -65438 | -1061053 | -782084 | -462423 |
Profit Factor | 3.4204 | 5.2198 | 1.2919 | 1.2326 | 1.1984 | 1.2729 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 38.2716 | 31.7073 | 45 | 38.2716 | 31.7073 | 45 |
Ratio Avg Win / Avg Loss | 5.5167 | 11.2426 | 1.579 | 1.9881 | 2.5812 | 1.5557 |
Largest Winning Trade | 1207147 | 1207147 | 62926 | 668786 | 668786 | 488346 |
Largest Losing Trade | -29208 | -21109 | -29208 | -246681 | -246681 | -211526 |
Avg Bars in Trades | 44 | 39 | 49 | 44 | 39 | 49 |
Avg Bars in Winners | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 3585 | 1624 | 1961 | 3585 | 1624 | 1961 |
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 | -1659 | 474014 | -144017 | -52283 | -88170 | -71754 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 16, "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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