Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -809759.1257 | 124804.5956 | -934563.7213 | -1968481.152 | -8239294.7803 | 6270813.6283 |
Total P&L (%) | -809.7591 | 124.8046 | -934.5637 | -1968.4812 | -8239.2948 | 6270.8136 |
Avg Daily Profit (%) | -0.4436 | 0.0684 | -0.5119 | 0 | 0 | 0.2278 |
Buy And Hold Return (%) | 824.3133 | 824.3133 | 824.3133 | 824.3133 | 824.3133 | 824.3133 |
Max Trade Drawdown | -872566 | -114922 | -957306 | -24786492 | -17934273 | -9797318 |
Profit Factor | 0.4595 | 1.4762 | 0.2439 | 0.9473 | 0.6347 | 1.4247 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 17 | 18 | 34 | 17 | 17 |
Losing Trades | 25 | 13 | 12 | 26 | 13 | 13 |
Profitability (%) | 58.3333 | 56.6667 | 60 | 56.6667 | 56.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.3282 | 1.1288 | 0.1626 | 0.7244 | 0.4854 | 1.0895 |
Largest Winning Trade | 78414 | 78414 | 53737 | 6699923 | 2884482 | 6699923 |
Largest Losing Trade | -641353 | -68734 | -641353 | -13720049 | -13720049 | -6860197 |
Avg Bars in Trades | 58 | 48 | 68 | 58 | 48 | 68 |
Avg Bars in Winners | 46 | 35 | 57 | 57 | 49 | 65 |
Avg Bars in Losers | 75 | 66 | 83 | 59 | 48 | 71 |
Bars Traded | 3512 | 1466 | 2046 | 3512 | 1466 | 2046 |
Profit Streak | 44.5519 | 74.5519 | 44.5519 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751777 | -264485 | -578974 | -753413 | -579961 | 357774 |
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{ "first_band": { "type": "ema", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 44, "offset": 25 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 44, "offset": 25 } } }
# | 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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