Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41810.8532 | -15588.0052 | 57398.8584 | 20965.0617 | -33514.9606 | 54480.0223 |
Total P&L (%) | 41.8109 | -15.588 | 57.3989 | 20.9651 | -33.515 | 54.48 |
Avg Daily Profit (%) | 0.1606 | -0.0599 | 0.2204 | 0.0731 | -0.1566 | 0.1671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74015 | -45462 | -32163 | -81890 | -55497 | -32692 |
Profit Factor | 1.2326 | 0.857 | 1.8106 | 1.1077 | 0.7282 | 1.7644 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 69.1176 | 70.5882 | 67.6471 | 69.1176 | 70.5882 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.5507 | 0.3571 | 0.8659 | 0.495 | 0.3034 | 0.8439 |
Largest Winning Trade | 14219 | 10368 | 14219 | 15744 | 12193 | 15744 |
Largest Losing Trade | -23737 | -23737 | -20929 | -34914 | -34914 | -21451 |
Avg Bars in Trades | 352 | 373 | 331 | 352 | 373 | 331 |
Avg Bars in Winners | 225 | 254 | 195 | 225 | 254 | 195 |
Avg Bars in Losers | 636 | 658 | 616 | 636 | 658 | 616 |
Bars Traded | 23964 | 12693 | 11271 | 23964 | 12693 | 11271 |
Profit Streak | 5.983 | 5.983 | 19.2538 | 5.983 | 5.983 | 19.2538 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108019 | -578824 | 343887 | -316489 | -578824 | 317284 |
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{ "first_band": { "type": "sma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 235, "offset": 214 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 235, "offset": 214 } } }
# | 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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