Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227648.653 | 1222325.5961 | 5323.057 | 1140596.7067 | 1679575.5337 | -538978.827 |
Total P&L (%) | 1227.6487 | 1222.3256 | 5.3231 | 1140.5967 | 1679.5755 | -538.9788 |
Avg Daily Profit (%) | 0.6741 | 0.6712 | 0.0029 | 0.1384 | 0.1582 | 0 |
Buy And Hold Return (%) | 618.7776 | 618.7776 | 618.7776 | 618.7776 | 618.7776 | 618.7776 |
Max Trade Drawdown | -134630 | -89196 | -111144 | -3142222 | -2041120 | -1526939 |
Profit Factor | 3.1359 | 5.3661 | 1.0181 | 1.1773 | 1.5549 | 0.8418 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 41.2698 | 41.9355 | 40.625 | 41.2698 | 41.9355 | 40.625 |
Ratio Avg Win / Avg Loss | 4.4627 | 7.43 | 1.4879 | 1.6753 | 2.1529 | 1.2304 |
Largest Winning Trade | 664562 | 664562 | 75445 | 1784642 | 1784642 | 823729 |
Largest Losing Trade | -45415 | -35251 | -45415 | -609498 | -609498 | -609242 |
Avg Bars in Trades | 166 | 159 | 174 | 166 | 159 | 174 |
Avg Bars in Winners | 279 | 264 | 293 | 279 | 264 | 293 |
Avg Bars in Losers | 87 | 83 | 92 | 87 | 83 | 92 |
Bars Traded | 10507 | 4938 | 5569 | 10507 | 4938 | 5569 |
Profit Streak | 0 | 164.2861 | 0 | 0 | 164.2861 | 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 | -143585 | 391160 | -559029 | -194933 | 174892 | -582789 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 124, "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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