Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152044.1004 | 1178569.9135 | -26525.8131 | -26670.7334 | 1119349.8067 | -1146020.54 |
Total P&L (%) | 1152.0441 | 1178.5699 | -26.5258 | -26.6707 | 1119.3498 | -1146.0205 |
Avg Daily Profit (%) | 0.4839 | 0.4951 | -0.0111 | -0.013 | 0.1051 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169466 | -159419 | -160099 | -1770793 | -1078058 | -1317040 |
Profit Factor | 2.0098 | 3.0402 | 0.9529 | 0.9946 | 1.4393 | 0.523 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 36.9748 | 30 | 44.0678 | 36.9748 | 30 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.4258 | 7.0939 | 1.2095 | 1.6954 | 3.3584 | 0.6638 |
Largest Winning Trade | 966207 | 966207 | 69219 | 1477394 | 1477394 | 243966 |
Largest Losing Trade | -45508 | -45508 | -35442 | -534489 | -445120 | -534489 |
Avg Bars in Trades | 117 | 108 | 125 | 117 | 108 | 125 |
Avg Bars in Winners | 198 | 215 | 186 | 198 | 215 | 186 |
Avg Bars in Losers | 69 | 63 | 76 | 69 | 63 | 76 |
Bars Traded | 13928 | 6534 | 7394 | 13928 | 6534 | 7394 |
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 | 343224 | -160868 | -758098 | -582749 | -227437 | -759765 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 101, "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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