Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713799.0757 | 549890.018 | 163909.0577 | 569821.0318 | -53877.8914 | 623698.9232 |
Total P&L (%) | 713.7991 | 549.89 | 163.9091 | 569.821 | -53.8779 | 623.6989 |
Avg Daily Profit (%) | 0.481 | 0.3706 | 0.1105 | 0.1282 | -0.0521 | 0.1335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105907 | -106891 | -55569 | -913006 | -731898 | -462465 |
Profit Factor | 2.5095 | 3.1403 | 1.759 | 1.179 | 0.9705 | 1.4585 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 38.3333 | 33.3333 | 43.3333 | 38.3333 | 33.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.037 | 6.2805 | 2.3003 | 1.8966 | 1.9409 | 1.9073 |
Largest Winning Trade | 496765 | 496765 | 76718 | 586733 | 586733 | 428798 |
Largest Losing Trade | -42079 | -42079 | -36993 | -264738 | -263288 | -264738 |
Avg Bars in Trades | 290 | 218 | 362 | 290 | 218 | 362 |
Avg Bars in Winners | 466 | 364 | 545 | 466 | 364 | 545 |
Avg Bars in Losers | 181 | 145 | 223 | 181 | 145 | 223 |
Bars Traded | 17443 | 6557 | 10886 | 17443 | 6557 | 10886 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163091 | 322822 | -44835 | -222240 | -584529 | -14911 |
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{ "first_band": { "type": "rma", "factors": { "length": 58, "offset": 174 } }, "second_band": { "type": "sinwma", "factors": { "length": 154, "offset": 0 } } }
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# | 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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