Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2150224.4432 | 2165360.0348 | -15135.5916 | 37138.9897 | 1116159.7348 | -1079020.7451 |
Total P&L (%) | 2150.2244 | 2165.36 | -15.1356 | 37.139 | 1116.1597 | -1079.0207 |
Avg Daily Profit (%) | 0.925 | 0.9315 | -0.0065 | 0.0136 | 0.1075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216878 | -142024 | -128535 | -2223793 | -1091072 | -2021193 |
Profit Factor | 3.7782 | 7.8312 | 0.9669 | 1.0049 | 1.4101 | 0.7807 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 42.4242 | 34 | 51.0204 | 42.4242 | 34 | 51.0204 |
Ratio Avg Win / Avg Loss | 5.1276 | 15.2018 | 0.9282 | 1.3637 | 2.7373 | 0.7495 |
Largest Winning Trade | 2104091 | 2104091 | 73788 | 1200674 | 1200674 | 764291 |
Largest Losing Trade | -61109 | -41328 | -61109 | -1144370 | -503839 | -1144370 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 4278 | 1903 | 2375 | 4278 | 1903 | 2375 |
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 | 629676 | -164469 | -580549 | -395029 | -233420 | -580549 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 114, "na": 0.65434, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "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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