Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437592.5463 | 403616.9341 | 33975.6122 | 218969.2297 | 160846.7834 | 58122.4464 |
Total P&L (%) | 437.5925 | 403.6169 | 33.9756 | 218.9692 | 160.8468 | 58.1224 |
Avg Daily Profit (%) | 0.2101 | 0.1938 | 0.0163 | 0.0557 | 0.046 | 0.022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175219 | -93254 | -120692 | -757224 | -573128 | -361274 |
Profit Factor | 1.8098 | 2.5214 | 1.1235 | 1.0932 | 1.1343 | 1.0505 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.8605 | 39.5349 | 44.186 | 41.8605 | 39.5349 | 44.186 |
Ratio Avg Win / Avg Loss | 2.5136 | 3.8563 | 1.4192 | 1.5184 | 1.7348 | 1.3269 |
Largest Winning Trade | 238126 | 238126 | 69984 | 435036 | 435036 | 208905 |
Largest Losing Trade | -43107 | -43107 | -34658 | -195732 | -119619 | -195732 |
Avg Bars in Trades | 283 | 254 | 313 | 283 | 254 | 313 |
Avg Bars in Winners | 489 | 444 | 530 | 489 | 444 | 530 |
Avg Bars in Losers | 135 | 130 | 140 | 135 | 130 | 140 |
Bars Traded | 24411 | 10953 | 13459 | 24411 | 10953 | 13459 |
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 | 295385 | 300806 | -260681 | -238314 | -207106 | -331445 |
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{ "first_band": { "type": "ema", "factors": { "length": 142, "offset": 192 } }, "second_band": { "type": "sinwma", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 142, "offset": 192 } }, "second_band": { "type": "sinwma", "factors": { "length": 55, "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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