Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146596.4191 | 222553.5591 | -75957.14 | -98838.713 | 28268.4903 | -127107.2033 |
Total P&L (%) | 146.5964 | 222.5536 | -75.9571 | -98.8387 | 28.2685 | -127.1072 |
Avg Daily Profit (%) | 0.1038 | 0.1576 | -0.0538 | -0.3151 | 0.0176 | 0 |
Buy And Hold Return (%) | 24.5272 | 24.5272 | 24.5272 | 24.5272 | 24.5272 | 24.5272 |
Max Trade Drawdown | -158608 | -76799 | -205832 | -129853 | -46428 | -159630 |
Profit Factor | 1.1219 | 1.4369 | 0.8905 | 0.6871 | 1.3013 | 0.4276 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 58.5938 | 57.0313 | 60.1563 | 58.5938 | 57.0313 | 60.1563 |
Ratio Avg Win / Avg Loss | 0.7928 | 1.0826 | 0.5898 | 0.4855 | 0.9804 | 0.2832 |
Largest Winning Trade | 59131 | 59131 | 48576 | 32346 | 32346 | 24139 |
Largest Losing Trade | -96218 | -48433 | -96218 | -103370 | -32568 | -103370 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 8425 | 4120 | 4305 | 8425 | 4120 | 4305 |
Profit Streak | 469.356 | 0 | 470.856 | 469.356 | 0 | 470.856 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140122 | 319555 | -579091 | -577740 | -288492 | -579091 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 41, "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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