Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359737.4061 | 340531.8755 | 19205.5306 | -196355.4604 | 309985.5785 | -506341.0389 |
Total P&L (%) | 359.7374 | 340.5319 | 19.2055 | -196.3555 | 309.9856 | -506.341 |
Avg Daily Profit (%) | 0.1942 | 0.1839 | 0.0104 | 0 | 0.0762 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144710 | -117615 | -130024 | -975850 | -414861 | -651445 |
Profit Factor | 1.4618 | 2.16 | 1.0396 | 0.9062 | 1.4338 | 0.6327 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 23 | 27 | 48 | 24 | 24 |
Losing Trades | 37 | 20 | 17 | 39 | 19 | 20 |
Profitability (%) | 57.4713 | 53.4884 | 61.3636 | 55.1724 | 55.814 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.0818 | 1.8782 | 0.6545 | 0.7363 | 1.1351 | 0.5273 |
Largest Winning Trade | 177869 | 177869 | 40581 | 301263 | 301263 | 191796 |
Largest Losing Trade | -130024 | -33106 | -130024 | -430520 | -290204 | -430520 |
Avg Bars in Trades | 124 | 109 | 138 | 124 | 109 | 138 |
Avg Bars in Winners | 133 | 119 | 146 | 122 | 110 | 135 |
Avg Bars in Losers | 111 | 97 | 127 | 125 | 107 | 143 |
Bars Traded | 10805 | 4691 | 6114 | 10805 | 4691 | 6114 |
Profit Streak | 0 | 167.3785 | 0 | 19.3785 | 0 | 31.2118 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354439 | 484176 | -363534 | -579317 | -89481 | -579590 |
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{ "first_band": { "type": "sma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 179, "offset": 0 } } }
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# | 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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