Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508113.1248 | 594625.385 | -86512.2601 | 11936.2048 | 1917731.3393 | -1905795.1345 |
Total P&L (%) | 508.1131 | 594.6254 | -86.5123 | 11.9362 | 1917.7313 | -1905.7951 |
Avg Daily Profit (%) | 0.2791 | 0.3267 | -0.0475 | 0.0062 | 0.1652 | 0 |
Buy And Hold Return (%) | 617.4266 | 617.4266 | 617.4266 | 617.4266 | 617.4266 | 617.4266 |
Max Trade Drawdown | -270215 | -206093 | -166230 | -2072691 | -1431659 | -2278380 |
Profit Factor | 1.2952 | 1.6988 | 0.9006 | 1.0013 | 1.4404 | 0.624 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 208 | 101 | 107 | 208 | 101 | 107 |
Losing Trades | 206 | 106 | 100 | 206 | 106 | 100 |
Profitability (%) | 50.2415 | 48.7923 | 51.6908 | 50.2415 | 48.7923 | 51.6908 |
Ratio Avg Win / Avg Loss | 1.2828 | 1.7829 | 0.8417 | 0.9916 | 1.5117 | 0.5832 |
Largest Winning Trade | 271894 | 271894 | 28171 | 757306 | 757306 | 238816 |
Largest Losing Trade | -44625 | -36394 | -44625 | -865164 | -436175 | -865164 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 10851 | 5260 | 5591 | 10851 | 5260 | 5591 |
Profit Streak | 0 | 27.991 | 0 | 0 | 27.991 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154535 | -151637 | -579753 | -568651 | 308789 | -579753 |
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{ "first_band": { "type": "sma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 38, "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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