Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99596.148 | 475447.3709 | -375851.2229 | -86753.5484 | 202313.0156 | -289066.564 |
Total P&L (%) | 99.5961 | 475.4474 | -375.8512 | -86.7535 | 202.313 | -289.0666 |
Avg Daily Profit (%) | 0.0432 | 0.206 | -0.1628 | -0.0875 | 0.0479 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -486953 | -196140 | -604351 | -832498 | -205514 | -658217 |
Profit Factor | 1.0819 | 2.1967 | 0.5407 | 0.9511 | 1.468 | 0.7844 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 12 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 22 | 17 |
Profitability (%) | 43.4783 | 41.1765 | 45.7143 | 43.4783 | 35.2941 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.4065 | 3.1381 | 0.6421 | 1.2364 | 2.6913 | 0.7408 |
Largest Winning Trade | 150613 | 150613 | 64482 | 531367 | 342300 | 531367 |
Largest Losing Trade | -248454 | -78076 | -248454 | -546215 | -120415 | -546215 |
Avg Bars in Trades | 60 | 75 | 46 | 60 | 75 | 46 |
Avg Bars in Winners | 77 | 92 | 64 | 71 | 90 | 58 |
Avg Bars in Losers | 47 | 64 | 30 | 52 | 67 | 33 |
Bars Traded | 4193 | 2578 | 1615 | 4193 | 2578 | 1615 |
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 | -374491 | 302528 | -582454 | -687925 | -132395 | -580602 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 82, "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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