Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882184.3001 | 795446.4725 | 86737.8276 | 5495163.373 | 10850760.1157 | -5355596.7427 |
Total P&L (%) | 882.1843 | 795.4465 | 86.7378 | 5495.1634 | 10850.7601 | -5355.5967 |
Avg Daily Profit (%) | 0.3528 | 0.3181 | 0.0347 | 0.1611 | 0.188 | 0 |
Buy And Hold Return (%) | 686.9359 | 686.9359 | 686.9359 | 686.9359 | 686.9359 | 686.9359 |
Max Trade Drawdown | -89888 | -67995 | -76925 | -7365927 | -2623509 | -7374441 |
Profit Factor | 2.9699 | 4.7283 | 1.3699 | 1.3442 | 2.7114 | 0.4435 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 50.6849 | 52.7778 | 48.6486 | 50.6849 | 52.7778 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.8896 | 4.2306 | 1.446 | 1.3079 | 2.426 | 0.4681 |
Largest Winning Trade | 320204 | 320204 | 56165 | 8506935 | 8506935 | 958821 |
Largest Losing Trade | -60300 | -28240 | -60300 | -4529904 | -1873430 | -4529904 |
Avg Bars in Trades | 133 | 136 | 130 | 133 | 136 | 130 |
Avg Bars in Winners | 168 | 172 | 163 | 168 | 172 | 163 |
Avg Bars in Losers | 97 | 95 | 99 | 97 | 95 | 99 |
Bars Traded | 9738 | 4901 | 4837 | 9738 | 4901 | 4837 |
Profit Streak | 0 | 173.669 | 0 | 0 | 173.669 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138523 | -98663 | -312342 | -68129 | 519661 | -581298 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "ema", "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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