Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253320.6848 | 195825.8962 | 57494.7887 | 443993.9048 | 344799.542 | 99194.3628 |
Total P&L (%) | 253.3207 | 195.8259 | 57.4948 | 443.9939 | 344.7995 | 99.1944 |
Avg Daily Profit (%) | 0.4864 | 0.376 | 0.1104 | 0.3257 | 0.287 | 0.1324 |
Buy And Hold Return (%) | 46.8364 | 46.8364 | 46.8364 | 46.8364 | 46.8364 | 46.8364 |
Max Trade Drawdown | -52707 | -44364 | -57000 | -178040 | -120154 | -133861 |
Profit Factor | 1.3425 | 1.5103 | 1.1615 | 1.2638 | 1.4043 | 1.1195 |
Total Trades | 504 | 252 | 252 | 504 | 252 | 252 |
Winning Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Losing Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Profitability (%) | 39.4841 | 39.6825 | 39.2857 | 39.4841 | 39.6825 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.0576 | 2.2957 | 1.7951 | 1.937 | 2.1345 | 1.7301 |
Largest Winning Trade | 93200 | 93200 | 22031 | 132288 | 132288 | 51684 |
Largest Losing Trade | -12611 | -11114 | -12611 | -34584 | -30700 | -34584 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 79 | 80 | 79 | 79 | 80 | 79 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 24863 | 12385 | 12478 | 24863 | 12385 | 12478 |
Profit Streak | 0 | 0 | 5.2452 | 0 | 0 | 5.2452 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303758 | 206131 | -185591 | 275216 | 229617 | -113615 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 47, "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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