Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814665.118 | 764017.3077 | 50647.8104 | 1325570.2704 | 1154024.5938 | 171545.6765 |
Total P&L (%) | 814.6651 | 764.0173 | 50.6478 | 1325.5703 | 1154.0246 | 171.5457 |
Avg Daily Profit (%) | 0.4508 | 0.4228 | 0.028 | 0.1472 | 0.1401 | 0.0553 |
Buy And Hold Return (%) | 288.8255 | 288.8255 | 288.8255 | 288.8255 | 288.8255 | 288.8255 |
Max Trade Drawdown | -97342 | -85783 | -38535 | -1134632 | -869547 | -605332 |
Profit Factor | 2.4989 | 3.906 | 1.1805 | 1.2759 | 1.486 | 1.0706 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 41.5385 | 40.625 | 42.4242 | 41.5385 | 40.625 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.517 | 5.7088 | 1.6021 | 1.7957 | 2.1718 | 1.4529 |
Largest Winning Trade | 336604 | 336604 | 76288 | 1083232 | 1083232 | 701165 |
Largest Losing Trade | -33137 | -33137 | -27775 | -465887 | -465887 | -353498 |
Avg Bars in Trades | 53 | 48 | 57 | 53 | 48 | 57 |
Avg Bars in Winners | 91 | 90 | 92 | 91 | 90 | 92 |
Avg Bars in Losers | 26 | 20 | 32 | 26 | 20 | 32 |
Bars Traded | 3470 | 1563 | 1907 | 3470 | 1563 | 1907 |
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 | -127894 | 353886 | -345046 | -136400 | -9227 | -430698 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "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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