Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463865.528 | 452088.0467 | 11777.4814 | -73386.9401 | 208732.8432 | -282119.7833 |
Total P&L (%) | 463.8655 | 452.088 | 11.7775 | -73.3869 | 208.7328 | -282.1198 |
Avg Daily Profit (%) | 0.2403 | 0.2342 | 0.0061 | -0.0685 | 0.0584 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233522 | -107823 | -185174 | -328075 | -33911 | -311077 |
Profit Factor | 1.552 | 1.9912 | 1.0306 | 0.8529 | 2.8736 | 0.2717 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 48.1818 | 38.1818 | 58.1818 | 48.1818 | 38.1818 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.6691 | 3.2238 | 0.7408 | 0.9172 | 4.6525 | 0.1953 |
Largest Winning Trade | 268728 | 268728 | 39413 | 205930 | 205930 | 21978 |
Largest Losing Trade | -91205 | -45512 | -91205 | -302781 | -11851 | -302781 |
Avg Bars in Trades | 68 | 78 | 58 | 68 | 78 | 58 |
Avg Bars in Winners | 75 | 83 | 69 | 75 | 83 | 69 |
Avg Bars in Losers | 61 | 75 | 42 | 61 | 75 | 42 |
Bars Traded | 7507 | 4307 | 3200 | 7507 | 4307 | 3200 |
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 | 370271 | -172954 | -662626 | -581192 | -294088 | -759772 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 139, "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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