Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108477.8937 | 76988.7282 | 31489.1655 | 117650.3281 | 82105.9042 | 35544.4239 |
Total P&L (%) | 108.4779 | 76.9887 | 31.4892 | 117.6503 | 82.1059 | 35.5444 |
Avg Daily Profit (%) | 0.4323 | 0.3068 | 0.1255 | 0.3104 | 0.2392 | 0.1213 |
Buy And Hold Return (%) | 23.7176 | 23.7176 | 23.7176 | 23.7176 | 23.7176 | 23.7176 |
Max Trade Drawdown | -58909 | -26413 | -42510 | -88523 | -75066 | -36709 |
Profit Factor | 1.6279 | 2.0161 | 1.3246 | 1.4245 | 1.6107 | 1.2491 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 72.5 | 77.5 | 67.5 | 72.5 | 77.5 | 67.5 |
Ratio Avg Win / Avg Loss | 0.6175 | 0.5853 | 0.6378 | 0.5403 | 0.4676 | 0.6014 |
Largest Winning Trade | 22652 | 22652 | 12274 | 22878 | 22878 | 20790 |
Largest Losing Trade | -42510 | -22051 | -42510 | -61643 | -61643 | -36709 |
Avg Bars in Trades | 285 | 280 | 290 | 285 | 280 | 290 |
Avg Bars in Winners | 179 | 173 | 186 | 179 | 173 | 186 |
Avg Bars in Losers | 565 | 650 | 507 | 565 | 650 | 507 |
Bars Traded | 22864 | 11234 | 11630 | 22864 | 11234 | 11630 |
Profit Streak | 30.0066 | 40.8504 | 30.0066 | 30.0066 | 40.8504 | 30.0066 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12343 | 370380 | -89329 | -14168 | 328305 | -42218 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 248, "offset": 166 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 248, "offset": 166 } } }
# | 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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