Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143196.8805 | 98393.4274 | 44803.4532 | 192073.5484 | 176879.0524 | 15194.4961 |
Total P&L (%) | 143.1969 | 98.3934 | 44.8035 | 192.0735 | 176.8791 | 15.1945 |
Avg Daily Profit (%) | 0.5499 | 0.3778 | 0.172 | 0.4124 | 0.3918 | 0.0543 |
Buy And Hold Return (%) | 27.2139 | 27.2139 | 27.2139 | 27.2139 | 27.2139 | 27.2139 |
Max Trade Drawdown | -41058 | -25812 | -37288 | -160254 | -46073 | -149365 |
Profit Factor | 1.439 | 1.6471 | 1.2572 | 1.2687 | 1.6086 | 1.0358 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 60.3175 | 61.0526 | 59.5745 | 60.3175 | 61.0526 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.9467 | 1.0508 | 0.8531 | 0.8347 | 1.0262 | 0.7029 |
Largest Winning Trade | 16276 | 14682 | 16276 | 30705 | 20473 | 30705 |
Largest Losing Trade | -35680 | -15523 | -35680 | -143745 | -31912 | -143745 |
Avg Bars in Trades | 131 | 130 | 131 | 131 | 130 | 131 |
Avg Bars in Winners | 119 | 117 | 120 | 119 | 117 | 120 |
Avg Bars in Losers | 149 | 150 | 147 | 149 | 150 | 147 |
Bars Traded | 24762 | 12399 | 12363 | 24762 | 12399 | 12363 |
Profit Streak | 7.1557 | 7.1557 | 8.1557 | 7.1557 | 7.1557 | 8.1557 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408951 | 356016 | -2609 | 370918 | 437938 | -467833 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 191, "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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