Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1423483.7338 | 1368983.6194 | 54500.1144 | 63754.9136 | -1510378.812 | 1574133.7256 |
Total P&L (%) | 1423.4837 | 1368.9836 | 54.5001 | 63.7549 | -1510.3788 | 1574.1337 |
Avg Daily Profit (%) | 0.5945 | 0.5718 | 0.0228 | 0.0206 | 0 | 0.1178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -311549 | -168214 | -188539 | -22921165 | -17473893 | -11602314 |
Profit Factor | 2.5335 | 4.4881 | 1.1017 | 1.0016 | 0.928 | 1.0781 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 41.6667 | 37.5 | 45.8333 | 41.6667 | 37.5 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.5469 | 7.4802 | 1.302 | 1.4022 | 1.5467 | 1.2741 |
Largest Winning Trade | 1090332 | 1090332 | 74371 | 13098028 | 13098028 | 5329866 |
Largest Losing Trade | -76839 | -28197 | -76839 | -10108742 | -5092277 | -10108742 |
Avg Bars in Trades | 145 | 129 | 162 | 145 | 129 | 162 |
Avg Bars in Winners | 218 | 202 | 231 | 218 | 202 | 231 |
Avg Bars in Losers | 93 | 84 | 104 | 93 | 84 | 104 |
Bars Traded | 14000 | 6196 | 7804 | 14000 | 6196 | 7804 |
Profit Streak | 15.317 | 0 | 25.817 | 15.317 | 0 | 25.817 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498172 | 499045 | -273118 | -386978 | -582772 | -170994 |
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{ "first_band": { "type": "sma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 108, "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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