Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1427509.5479 | 1315756.3004 | 111753.2474 | 10371620.1093 | 7330435.1674 | 3041184.942 |
Total P&L (%) | 1427.5095 | 1315.7563 | 111.7532 | 10371.6201 | 7330.4352 | 3041.1849 |
Avg Daily Profit (%) | 0.7819 | 0.7207 | 0.0612 | 0.2551 | 0.2363 | 0.189 |
Buy And Hold Return (%) | 618.4737 | 618.4737 | 618.4737 | 618.4737 | 618.4737 | 618.4737 |
Max Trade Drawdown | -109940 | -74048 | -66538 | -10702519 | -5638515 | -7292918 |
Profit Factor | 3.0738 | 4.662 | 1.3396 | 1.2774 | 1.3747 | 1.1706 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 33.6788 | 33.3333 | 34.0206 | 33.6788 | 33.3333 | 34.0206 |
Ratio Avg Win / Avg Loss | 6.053 | 9.324 | 2.598 | 2.5155 | 2.7495 | 2.2702 |
Largest Winning Trade | 765810 | 765810 | 75107 | 7337682 | 7337682 | 5023686 |
Largest Losing Trade | -33818 | -33818 | -12941 | -1751027 | -1751027 | -1572005 |
Avg Bars in Trades | 110 | 99 | 121 | 110 | 99 | 121 |
Avg Bars in Winners | 246 | 220 | 271 | 246 | 220 | 271 |
Avg Bars in Losers | 42 | 39 | 44 | 42 | 39 | 44 |
Bars Traded | 21400 | 9589 | 11811 | 21400 | 9589 | 11811 |
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 | 313646 | 259789 | -282040 | 152236 | 115915 | -31764 |
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{ "first_band": { "type": "ema", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 10, "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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