Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420607.2488 | 552686.7807 | -132079.5319 | -115070.6573 | 131297.9922 | -246368.6495 |
Total P&L (%) | 420.6072 | 552.6868 | -132.0795 | -115.0707 | 131.298 | -246.3686 |
Avg Daily Profit (%) | 0.2175 | 0.2858 | -0.0683 | 0 | 0.0434 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265244 | -167176 | -201014 | -419816 | -141286 | -308603 |
Profit Factor | 1.4652 | 2.344 | 0.7321 | 0.8205 | 1.6552 | 0.4411 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 17 | 21 | 47 | 27 | 20 |
Losing Trades | 47 | 26 | 21 | 38 | 16 | 22 |
Profitability (%) | 44.7059 | 39.5349 | 50 | 55.2941 | 62.7907 | 47.619 |
Ratio Avg Win / Avg Loss | 1.8122 | 3.5849 | 0.7321 | 0.6634 | 0.9809 | 0.4852 |
Largest Winning Trade | 597367 | 597367 | 42182 | 83081 | 71486 | 83081 |
Largest Losing Trade | -135412 | -62772 | -135412 | -194215 | -109151 | -194215 |
Avg Bars in Trades | 267 | 235 | 300 | 267 | 235 | 300 |
Avg Bars in Winners | 375 | 338 | 405 | 195 | 183 | 211 |
Avg Bars in Losers | 180 | 168 | 195 | 356 | 323 | 381 |
Bars Traded | 22760 | 10142 | 12618 | 22760 | 10142 | 12618 |
Profit Streak | 0 | 0 | 0 | 27.1929 | 27.1929 | 75.6929 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293148 | 331771 | -580734 | -578851 | -132379 | -580695 |
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 195 } }, "second_band": { "type": "sinwma", "factors": { "length": 240, "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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