Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439504.8838 | 184765.4963 | 254739.3875 | 1809656.484 | 832782.675 | 976873.809 |
Total P&L (%) | 439.5049 | 184.7655 | 254.7394 | 1809.6565 | 832.7827 | 976.8738 |
Avg Daily Profit (%) | 0.432 | 0.1816 | 0.2504 | 0.2903 | 0.2197 | 0.2339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107104 | -84530 | -53705 | -1614357 | -718414 | -1097960 |
Profit Factor | 2.3803 | 1.7929 | 3.9836 | 1.5882 | 1.4497 | 1.7976 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 17 | 12 | 5 | 17 | 12 | 5 |
Profitability (%) | 72.5806 | 61.2903 | 83.871 | 72.5806 | 61.2903 | 83.871 |
Ratio Avg Win / Avg Loss | 0.8992 | 1.1324 | 0.7661 | 0.6 | 0.9156 | 0.3457 |
Largest Winning Trade | 52844 | 52844 | 26081 | 634562 | 634562 | 307345 |
Largest Losing Trade | -53705 | -48334 | -53705 | -1097960 | -474532 | -1097960 |
Avg Bars in Trades | 92 | 106 | 78 | 92 | 106 | 78 |
Avg Bars in Winners | 67 | 70 | 65 | 67 | 70 | 65 |
Avg Bars in Losers | 157 | 163 | 143 | 157 | 163 | 143 |
Bars Traded | 5715 | 3297 | 2418 | 5715 | 3297 | 2418 |
Profit Streak | 16.3137 | 0 | 141.8137 | 16.3137 | 0 | 141.8137 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143636 | 402373 | 646673 | -146009 | 322628 | 525552 |
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{ "first_band": { "type": "sma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 211, "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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