Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1743382.098 | 1706257.9002 | 37124.1978 | 1462231.657 | 547620.1761 | 914611.4809 |
Total P&L (%) | 1743.3821 | 1706.2579 | 37.1242 | 1462.2317 | 547.6202 | 914.6115 |
Avg Daily Profit (%) | 0.7389 | 0.7231 | 0.0157 | 0.1166 | 0.0792 | 0.0983 |
Buy And Hold Return (%) | 590.7292 | 590.7292 | 590.7292 | 590.7292 | 590.7292 | 590.7292 |
Max Trade Drawdown | -171084 | -97665 | -122619 | -808138 | -693084 | -320992 |
Profit Factor | 4.1872 | 7.6697 | 1.1275 | 1.4921 | 1.3375 | 1.6779 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 38.0282 | 37.1429 | 38.8889 | 38.0282 | 37.1429 | 38.8889 |
Ratio Avg Win / Avg Loss | 6.8235 | 12.9796 | 1.7718 | 2.4315 | 2.2635 | 2.6367 |
Largest Winning Trade | 1419553 | 1419553 | 61744 | 904869 | 665803 | 904869 |
Largest Losing Trade | -72893 | -42315 | -72893 | -344909 | -344909 | -320992 |
Avg Bars in Trades | 127 | 112 | 142 | 127 | 112 | 142 |
Avg Bars in Winners | 196 | 174 | 217 | 196 | 174 | 217 |
Avg Bars in Losers | 85 | 76 | 94 | 85 | 76 | 94 |
Bars Traded | 9063 | 3942 | 5121 | 9063 | 3942 | 5121 |
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 | -79245 | 461425 | -421099 | -134256 | -256144 | -72433 |
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{ "first_band": { "type": "ema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 54, "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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