Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84669.0532 | 81427.7396 | 3241.3136 | 1006.9576 | 34371.0796 | -33364.122 |
Total P&L (%) | 84.6691 | 81.4277 | 3.2413 | 1.007 | 34.3711 | -33.3641 |
Avg Daily Profit (%) | 0.1626 | 0.1563 | 0.0062 | 0.0019 | 0.0567 | -0.0779 |
Buy And Hold Return (%) | 10.053 | 10.053 | 10.053 | 10.053 | 10.053 | 10.053 |
Max Trade Drawdown | -86606 | -61705 | -77562 | -66585 | -40852 | -53451 |
Profit Factor | 1.118 | 1.2422 | 1.0085 | 1.0019 | 1.1465 | 0.8844 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 278 | 138 | 140 | 278 | 138 | 140 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 74.9326 | 74.5946 | 75.2688 | 74.9326 | 74.5946 | 75.2688 |
Ratio Avg Win / Avg Loss | 0.374 | 0.4231 | 0.3314 | 0.3352 | 0.3905 | 0.2906 |
Largest Winning Trade | 12398 | 12398 | 8346 | 7325 | 7325 | 6358 |
Largest Losing Trade | -34077 | -31202 | -34077 | -52465 | -20342 | -52465 |
Avg Bars in Trades | 66 | 65 | 67 | 66 | 65 | 67 |
Avg Bars in Winners | 34 | 31 | 36 | 34 | 31 | 36 |
Avg Bars in Losers | 163 | 164 | 162 | 163 | 164 | 162 |
Bars Traded | 24759 | 12125 | 12634 | 24759 | 12125 | 12634 |
Profit Streak | 3.8146 | 3.8146 | 11.1687 | 3.8146 | 3.8146 | 11.1687 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79990 | 302828 | -558400 | -570954 | -177782 | -576041 |
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{ "first_band": { "type": "sma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 162, "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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