Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165631.1375 | 228352.197 | -62721.0595 | -103592.5217 | 310895.5454 | -414488.0671 |
Total P&L (%) | 165.6311 | 228.3522 | -62.7211 | -103.5925 | 310.8955 | -414.4881 |
Avg Daily Profit (%) | 0.1174 | 0.1618 | -0.0444 | 0 | 0.1002 | 0 |
Buy And Hold Return (%) | 12.1429 | 12.1429 | 12.1429 | 12.1429 | 12.1429 | 12.1429 |
Max Trade Drawdown | -225539 | -78884 | -242571 | -600123 | -221575 | -630489 |
Profit Factor | 1.1388 | 1.4268 | 0.9047 | 0.9451 | 1.4401 | 0.6486 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 153 | 74 | 79 | 151 | 75 | 76 |
Losing Trades | 103 | 54 | 49 | 105 | 53 | 52 |
Profitability (%) | 59.7656 | 57.8125 | 61.7188 | 58.9844 | 58.5938 | 59.375 |
Ratio Avg Win / Avg Loss | 0.7666 | 1.0412 | 0.5611 | 0.6572 | 1.0177 | 0.4437 |
Largest Winning Trade | 35131 | 35131 | 28512 | 127613 | 127613 | 76785 |
Largest Losing Trade | -106899 | -48420 | -106899 | -391188 | -132242 | -391188 |
Avg Bars in Trades | 65 | 64 | 67 | 65 | 64 | 67 |
Avg Bars in Winners | 45 | 42 | 48 | 61 | 57 | 64 |
Avg Bars in Losers | 95 | 94 | 96 | 72 | 74 | 70 |
Bars Traded | 16842 | 8250 | 8592 | 16842 | 8250 | 8592 |
Profit Streak | 458.2742 | 461.7742 | 458.2742 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102269 | 343299 | -578888 | -578274 | -57393 | -579777 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 74, "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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