Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241159.7928 | 167843.1275 | 73316.6653 | 439371.9581 | 314965.7616 | 124406.1965 |
Total P&L (%) | 241.1598 | 167.8431 | 73.3167 | 439.372 | 314.9658 | 124.4062 |
Avg Daily Profit (%) | 0.463 | 0.3223 | 0.1408 | 0.3241 | 0.2736 | 0.1553 |
Buy And Hold Return (%) | 26.5934 | 26.5934 | 26.5934 | 26.5934 | 26.5934 | 26.5934 |
Max Trade Drawdown | -65491 | -61668 | -60639 | -148665 | -133232 | -119502 |
Profit Factor | 1.4773 | 1.6662 | 1.2894 | 1.409 | 1.604 | 1.2251 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 136 | 71 | 65 | 136 | 71 | 65 |
Profitability (%) | 44.0329 | 41.8033 | 46.281 | 44.0329 | 41.8033 | 46.281 |
Ratio Avg Win / Avg Loss | 1.8777 | 2.3196 | 1.4966 | 1.7909 | 2.2331 | 1.4219 |
Largest Winning Trade | 75471 | 75471 | 18907 | 90069 | 90069 | 73051 |
Largest Losing Trade | -14726 | -14726 | -12619 | -63622 | -32716 | -63622 |
Avg Bars in Trades | 102 | 106 | 97 | 102 | 106 | 97 |
Avg Bars in Winners | 137 | 133 | 141 | 137 | 133 | 141 |
Avg Bars in Losers | 74 | 87 | 59 | 74 | 87 | 59 |
Bars Traded | 24819 | 13019 | 11800 | 24819 | 13019 | 11800 |
Profit Streak | 3.1264 | 3.2722 | 0 | 3.1264 | 3.2722 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342022 | 233470 | -10670 | 284256 | 230702 | 107915 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 142, "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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