Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368176.1724 | 340706.0132 | 27470.1593 | 215426.7903 | 709477.3818 | -494050.5915 |
Total P&L (%) | 368.1762 | 340.706 | 27.4702 | 215.4268 | 709.4774 | -494.0506 |
Avg Daily Profit (%) | 0.2609 | 0.2414 | 0.0195 | 0.0814 | 0.1483 | 0 |
Buy And Hold Return (%) | 17.6369 | 17.6369 | 17.6369 | 17.6369 | 17.6369 | 17.6369 |
Max Trade Drawdown | -197999 | -158964 | -81026 | -954883 | -549118 | -747952 |
Profit Factor | 1.5513 | 2.0237 | 1.082 | 1.0844 | 1.6123 | 0.6452 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 42.5197 | 42.8571 | 42.1875 | 42.5197 | 42.8571 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.0971 | 2.6983 | 1.4827 | 1.466 | 2.1498 | 0.8841 |
Largest Winning Trade | 146625 | 146625 | 52210 | 480329 | 480329 | 149690 |
Largest Losing Trade | -35839 | -21861 | -35839 | -299671 | -176728 | -299671 |
Avg Bars in Trades | 131 | 132 | 130 | 131 | 132 | 130 |
Avg Bars in Winners | 190 | 189 | 191 | 190 | 189 | 191 |
Avg Bars in Losers | 87 | 90 | 84 | 87 | 90 | 84 |
Bars Traded | 16698 | 8378 | 8320 | 16698 | 8378 | 8320 |
Profit Streak | 500.5609 | 0 | 509.7276 | 500.5609 | 0 | 509.7276 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319823 | -137914 | -448941 | -213860 | -141362 | -722690 |
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{ "first_band": { "type": "sma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 57, "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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