Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708343.26 | 718645.8684 | -10302.6085 | 286395.35 | 622730.962 | -336335.6121 |
Total P&L (%) | 708.3433 | 718.6459 | -10.3026 | 286.3954 | 622.731 | -336.3356 |
Avg Daily Profit (%) | 0.392 | 0.3977 | -0.0057 | 0.0748 | 0.1095 | 0 |
Buy And Hold Return (%) | 201.8293 | 201.8293 | 201.8293 | 201.8293 | 201.8293 | 201.8293 |
Max Trade Drawdown | -132060 | -99215 | -85806 | -991981 | -585488 | -844194 |
Profit Factor | 2.1517 | 3.3358 | 0.9665 | 1.0991 | 1.4462 | 0.7749 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 39.1304 | 38.2353 | 40 | 39.1304 | 38.2353 | 40 |
Ratio Avg Win / Avg Loss | 3.347 | 5.3886 | 1.4497 | 1.7097 | 2.3362 | 1.1623 |
Largest Winning Trade | 384084 | 384084 | 74745 | 674108 | 674108 | 495212 |
Largest Losing Trade | -39215 | -39215 | -36076 | -387786 | -300645 | -387786 |
Avg Bars in Trades | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Winners | 91 | 88 | 94 | 91 | 88 | 94 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 3467 | 1561 | 1906 | 3467 | 1561 | 1906 |
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 | -99391 | 320414 | -583009 | -349347 | -51907 | -583009 |
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{ "first_band": { "type": "pwma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 9, "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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