Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91334.9734 | 57261.1389 | 34073.8346 | 76334.0765 | 47875.537 | 28458.5396 |
Total P&L (%) | 91.335 | 57.2611 | 34.0738 | 76.3341 | 47.8755 | 28.4585 |
Avg Daily Profit (%) | 0.3507 | 0.2199 | 0.1308 | 0.218 | 0.1503 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43131 | -35331 | -29237 | -77977 | -62515 | -46402 |
Profit Factor | 1.2904 | 1.3423 | 1.2314 | 1.1648 | 1.1899 | 1.1349 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 44.2424 | 37.3494 | 51.2195 | 44.2424 | 37.3494 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.6263 | 2.2517 | 1.1728 | 1.468 | 1.996 | 1.0808 |
Largest Winning Trade | 42664 | 42664 | 17243 | 57976 | 57976 | 18216 |
Largest Losing Trade | -17040 | -17040 | -11057 | -23030 | -23030 | -14063 |
Avg Bars in Trades | 149 | 148 | 150 | 149 | 148 | 150 |
Avg Bars in Winners | 189 | 194 | 185 | 189 | 194 | 185 |
Avg Bars in Losers | 118 | 121 | 113 | 118 | 121 | 113 |
Bars Traded | 24661 | 12337 | 12324 | 24661 | 12337 | 12324 |
Profit Streak | 7.233 | 8.1288 | 7.233 | 7.233 | 8.1288 | 7.233 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318314 | 103607 | -26448 | -32632 | -10349 | -144949 |
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{ "first_band": { "type": "sma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 143, "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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