Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2436413.4634 | 2333539.614 | 102873.8495 | 2129515.2329 | 2451353.3227 | -321838.0899 |
Total P&L (%) | 2436.4135 | 2333.5396 | 102.8738 | 2129.5152 | 2451.3533 | -321.8381 |
Avg Daily Profit (%) | 1.0487 | 1.0044 | 0.0443 | 0.1337 | 0.1395 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100818 | -115818 | -75867 | -5266482 | -3382117 | -4258852 |
Profit Factor | 5.6541 | 8.7334 | 1.4639 | 1.1567 | 1.3442 | 0.9502 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 43.8596 | 37.931 | 50 | 43.8596 | 37.931 | 50 |
Ratio Avg Win / Avg Loss | 7.2372 | 14.291 | 1.4639 | 1.4806 | 2.1997 | 0.9502 |
Largest Winning Trade | 2195568 | 2195568 | 74993 | 3599650 | 3599650 | 1416978 |
Largest Losing Trade | -48616 | -40065 | -48616 | -3167051 | -1045082 | -3167051 |
Avg Bars in Trades | 223 | 182 | 266 | 223 | 182 | 266 |
Avg Bars in Winners | 360 | 335 | 379 | 360 | 335 | 379 |
Avg Bars in Losers | 116 | 88 | 153 | 116 | 88 | 153 |
Bars Traded | 12738 | 5279 | 7459 | 12738 | 5279 | 7459 |
Profit Streak | 0 | 0 | 53.5644 | 0 | 0 | 53.5644 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160231 | 616430 | -153174 | -244127 | -9648 | -601270 |
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{ "first_band": { "type": "rma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 81, "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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