Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187776.3444 | 977675.7548 | 210100.5896 | 56911730.6278 | 40398758.7967 | 16512971.8311 |
Total P&L (%) | 1187.7763 | 977.6758 | 210.1006 | 56911.7306 | 40398.7588 | 16512.9718 |
Avg Daily Profit (%) | 0.6549 | 0.5391 | 0.1158 | 0.3505 | 0.3316 | 0.2823 |
Buy And Hold Return (%) | 563.1461 | 563.1461 | 563.1461 | 563.1461 | 563.1461 | 563.1461 |
Max Trade Drawdown | -80803 | -51159 | -78339 | -82265089 | -52399811 | -54606410 |
Profit Factor | 2.4967 | 3.54 | 1.5141 | 1.2272 | 1.3115 | 1.1366 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 92 | 40 | 52 | 92 | 40 | 52 |
Losing Trades | 134 | 73 | 61 | 134 | 73 | 61 |
Profitability (%) | 40.708 | 35.3982 | 46.0177 | 40.708 | 35.3982 | 46.0177 |
Ratio Avg Win / Avg Loss | 3.6366 | 6.4606 | 1.7762 | 1.7874 | 2.3935 | 1.3333 |
Largest Winning Trade | 269445 | 269445 | 63207 | 47539616 | 47539616 | 27456817 |
Largest Losing Trade | -34023 | -17441 | -34023 | -17080161 | -15927266 | -17080161 |
Avg Bars in Trades | 23 | 22 | 25 | 23 | 22 | 25 |
Avg Bars in Winners | 41 | 43 | 40 | 41 | 43 | 40 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 5369 | 2527 | 2842 | 5369 | 2527 | 2842 |
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 | 301341 | 120866 | -203147 | 285150 | 171842 | -63023 |
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{ "first_band": { "type": "sma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 6, "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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