Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160394.2271 | 69981.791 | 90412.4361 | 315979.8771 | 167174.7387 | 148805.1384 |
Total P&L (%) | 160.3942 | 69.9818 | 90.4124 | 315.9799 | 167.1747 | 148.8051 |
Avg Daily Profit (%) | 0.6159 | 0.2687 | 0.3472 | 0.5489 | 0.3781 | 0.3506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34972 | -15888 | -24236 | -69361 | -25704 | -80786 |
Profit Factor | 2.505 | 2.6162 | 2.4289 | 2.2409 | 2.7219 | 1.9446 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 61.9718 | 61.1111 | 62.8571 | 61.9718 | 61.1111 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.5371 | 1.6649 | 1.4352 | 1.3751 | 1.7321 | 1.1491 |
Largest Winning Trade | 26428 | 15757 | 26428 | 47385 | 47385 | 33382 |
Largest Losing Trade | -20936 | -7677 | -20936 | -69361 | -22393 | -69361 |
Avg Bars in Trades | 345 | 380 | 309 | 345 | 380 | 309 |
Avg Bars in Winners | 288 | 336 | 241 | 288 | 336 | 241 |
Avg Bars in Losers | 437 | 449 | 424 | 437 | 449 | 424 |
Bars Traded | 24519 | 13693 | 10826 | 24519 | 13693 | 10826 |
Profit Streak | 12.8494 | 12.8494 | 28.6514 | 12.8494 | 12.8494 | 28.6514 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73325 | 515546 | 511007 | -75519 | 556578 | 478422 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 235, "offset": 5 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 235, "offset": 5 } } }
# | 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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