Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016405.1661 | 915163.4101 | 101241.756 | 1684002.8561 | 865199.2223 | 818803.6338 |
Total P&L (%) | 1016.4052 | 915.1634 | 101.2418 | 1684.0029 | 865.1992 | 818.8036 |
Avg Daily Profit (%) | 0.4391 | 0.3953 | 0.0437 | 0.1245 | 0.098 | 0.0959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99971 | -105006 | -138547 | -2016870 | -1823663 | -912561 |
Profit Factor | 2.1719 | 2.9696 | 1.2514 | 1.1273 | 1.1087 | 1.1554 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 38.2609 | 34.4828 | 42.1053 | 38.2609 | 34.4828 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.5047 | 5.6423 | 1.7207 | 1.819 | 2.1065 | 1.5886 |
Largest Winning Trade | 343599 | 343599 | 83577 | 1549353 | 1549353 | 825006 |
Largest Losing Trade | -39442 | -32530 | -39442 | -686587 | -686587 | -411615 |
Avg Bars in Trades | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Winners | 64 | 59 | 68 | 64 | 59 | 68 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 4472 | 2035 | 2437 | 4472 | 2035 | 2437 |
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 | 358312 | -170989 | -316722 | -110014 | -347999 | -296233 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 21, "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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