Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1309191.2427 | 1160103.0527 | 149088.19 | 802679.9818 | -387690.456 | 1190370.4377 |
Total P&L (%) | 1309.1912 | 1160.1031 | 149.0882 | 802.68 | -387.6905 | 1190.3704 |
Avg Daily Profit (%) | 0.5551 | 0.4919 | 0.0632 | 0.0933 | 0 | 0.1085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133128 | -54455 | -156191 | -1645775 | -927905 | -717869 |
Profit Factor | 3.5669 | 5.3499 | 1.6127 | 1.3093 | 0.7503 | 2.142 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 46.2687 | 35.2941 | 57.5758 | 46.2687 | 35.2941 | 57.5758 |
Ratio Avg Win / Avg Loss | 4.1422 | 9.8082 | 1.1883 | 1.5205 | 1.3755 | 1.5783 |
Largest Winning Trade | 1103074 | 1103074 | 61072 | 932976 | 449279 | 932976 |
Largest Losing Trade | -72897 | -26060 | -72897 | -661578 | -488598 | -661578 |
Avg Bars in Trades | 207 | 159 | 256 | 207 | 159 | 256 |
Avg Bars in Winners | 342 | 285 | 378 | 342 | 285 | 378 |
Avg Bars in Losers | 90 | 89 | 91 | 90 | 89 | 91 |
Bars Traded | 13880 | 5408 | 8472 | 13880 | 5408 | 8472 |
Profit Streak | 59.7367 | 59.7367 | 79.2367 | 59.7367 | 59.7367 | 79.2367 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103934 | 482702 | -105058 | -188438 | -584287 | -42126 |
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{ "first_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 57, "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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