Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282472.5414 | 285980.1354 | -3507.594 | -17040.1922 | 254528.1669 | -271568.359 |
Total P&L (%) | 282.4725 | 285.9801 | -3.5076 | -17.0402 | 254.5282 | -271.5684 |
Avg Daily Profit (%) | 0.1593 | 0.1613 | -0.002 | -0.0105 | 0.0714 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151477 | -84675 | -115147 | -317821 | -101900 | -259755 |
Profit Factor | 1.4443 | 2.1231 | 0.9908 | 0.9816 | 1.8049 | 0.5551 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.7332 | 2.5478 | 1.189 | 1.1779 | 2.1658 | 0.6661 |
Largest Winning Trade | 141434 | 141434 | 79587 | 212221 | 212221 | 48264 |
Largest Losing Trade | -61252 | -30342 | -61252 | -147648 | -42767 | -147648 |
Avg Bars in Trades | 58 | 54 | 61 | 58 | 54 | 61 |
Avg Bars in Winners | 80 | 73 | 88 | 80 | 73 | 88 |
Avg Bars in Losers | 39 | 38 | 39 | 39 | 38 | 39 |
Bars Traded | 5112 | 2396 | 2716 | 5112 | 2396 | 2716 |
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 | 281427 | 346281 | -580820 | -580644 | -95881 | -582487 |
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{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 66, "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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