Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113810.8152 | 44073.496 | 69737.3193 | 151418.2405 | 74515.8677 | 76902.3728 |
Total P&L (%) | 113.8108 | 44.0735 | 69.7373 | 151.4182 | 74.5159 | 76.9024 |
Avg Daily Profit (%) | 0.437 | 0.1692 | 0.2678 | 0.3547 | 0.2141 | 0.2193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33157 | -21144 | -33157 | -74381 | -32171 | -74381 |
Profit Factor | 1.7736 | 1.6379 | 1.8938 | 1.5975 | 1.7046 | 1.5208 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 73.8095 | 73.8095 | 73.8095 | 73.8095 | 73.8095 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.6294 | 0.5812 | 0.672 | 0.5669 | 0.6049 | 0.5396 |
Largest Winning Trade | 19490 | 13155 | 19490 | 27035 | 16825 | 27035 |
Largest Losing Trade | -33157 | -15216 | -33157 | -74381 | -21412 | -74381 |
Avg Bars in Trades | 284 | 286 | 282 | 284 | 286 | 282 |
Avg Bars in Winners | 225 | 229 | 221 | 225 | 229 | 221 |
Avg Bars in Losers | 451 | 446 | 455 | 451 | 446 | 455 |
Bars Traded | 23904 | 12036 | 11868 | 23904 | 12036 | 11868 |
Profit Streak | 8.5176 | 9.278 | 8.5176 | 8.5176 | 9.278 | 8.5176 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503240 | 312044 | 410609 | 465283 | 397434 | 358474 |
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{ "first_band": { "type": "sma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 130, "offset": 242 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 130, "offset": 242 } } }
# | 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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