Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118836.4298 | 90347.2965 | 28489.1332 | 169540.3293 | 120272.8393 | 49267.49 |
Total P&L (%) | 118.8364 | 90.3473 | 28.4891 | 169.5403 | 120.2728 | 49.2675 |
Avg Daily Profit (%) | 1.3689 | 1.0407 | 0.3282 | 1.1488 | 0.9138 | 0.4625 |
Buy And Hold Return (%) | 50.4927 | 50.4927 | 50.4927 | 50.4927 | 50.4927 | 50.4927 |
Max Trade Drawdown | -21074 | -19003 | -19647 | -61607 | -32702 | -39578 |
Profit Factor | 1.9193 | 2.403 | 1.4391 | 1.6038 | 1.875 | 1.3437 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 48.6726 | 46.4286 | 50.8772 | 48.6726 | 46.4286 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.024 | 2.7727 | 1.3895 | 1.6913 | 2.1635 | 1.2974 |
Largest Winning Trade | 52802 | 52802 | 11308 | 75038 | 75038 | 25600 |
Largest Losing Trade | -10641 | -7175 | -10641 | -32207 | -15612 | -32207 |
Avg Bars in Trades | 218 | 222 | 215 | 218 | 222 | 215 |
Avg Bars in Winners | 277 | 299 | 257 | 277 | 299 | 257 |
Avg Bars in Losers | 162 | 155 | 171 | 162 | 155 | 171 |
Bars Traded | 24705 | 12435 | 12270 | 24705 | 12435 | 12270 |
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 | 366947 | -174148 | -338015 | 400747 | -171326 | -337450 |
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{ "first_band": { "type": "rma", "factors": { "length": 29, "offset": 214 } }, "second_band": { "type": "sinwma", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 29, "offset": 214 } }, "second_band": { "type": "sinwma", "factors": { "length": 240, "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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