Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071649.5933 | 1037336.498 | 34313.0953 | 747945.1204 | 91433.3079 | 656511.8126 |
Total P&L (%) | 1071.6496 | 1037.3365 | 34.3131 | 747.9451 | 91.4333 | 656.5118 |
Avg Daily Profit (%) | 0.5714 | 0.5531 | 0.0183 | 0.1141 | 0.0346 | 0.108 |
Buy And Hold Return (%) | 292.4888 | 292.4888 | 292.4888 | 292.4888 | 292.4888 | 292.4888 |
Max Trade Drawdown | -120696 | -102554 | -76474 | -1753975 | -1438189 | -849718 |
Profit Factor | 3.1584 | 5.3483 | 1.133 | 1.1415 | 1.0296 | 1.299 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 40 | 33.3333 | 46.6667 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.7376 | 10.6966 | 1.2949 | 1.7123 | 2.0592 | 1.4845 |
Largest Winning Trade | 711556 | 711556 | 56552 | 1166310 | 1166310 | 590624 |
Largest Losing Trade | -55699 | -28625 | -55699 | -427339 | -426652 | -427339 |
Avg Bars in Trades | 179 | 158 | 199 | 179 | 158 | 199 |
Avg Bars in Winners | 300 | 293 | 306 | 300 | 293 | 306 |
Avg Bars in Losers | 97 | 91 | 105 | 97 | 91 | 105 |
Bars Traded | 10743 | 4768 | 5975 | 10743 | 4768 | 5975 |
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 | -162939 | 358281 | -409730 | -285244 | -505797 | -54964 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 96, "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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