Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2069349.0226 | 2076717.466 | -7368.4434 | 7610109.1149 | 19096587.5167 | -11486478.4018 |
Total P&L (%) | 2069.349 | 2076.7175 | -7.3684 | 7610.1091 | 19096.5875 | -11486.4784 |
Avg Daily Profit (%) | 1.1092 | 1.1132 | -0.004 | 0.2332 | 0.2822 | 0 |
Buy And Hold Return (%) | 5100.4694 | 5100.4694 | 5100.4694 | 5100.4694 | 5100.4694 | 5100.4694 |
Max Trade Drawdown | -125691 | -60973 | -138145 | -19803624 | -7062108 | -21293683 |
Profit Factor | 6.16 | 12.1039 | 0.9656 | 1.179 | 2.045 | 0.5261 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 47.619 | 45.1613 | 50 | 47.619 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 6.776 | 14.6976 | 0.9656 | 1.2969 | 2.4832 | 0.5261 |
Largest Winning Trade | 1348830 | 1348830 | 58548 | 15939453 | 15939453 | 4175421 |
Largest Losing Trade | -45329 | -45329 | -37811 | -6652925 | -5462457 | -6652925 |
Avg Bars in Trades | 342 | 343 | 340 | 342 | 343 | 340 |
Avg Bars in Winners | 509 | 598 | 432 | 509 | 598 | 432 |
Avg Bars in Losers | 189 | 133 | 249 | 189 | 133 | 249 |
Bars Traded | 21561 | 10654 | 10907 | 21561 | 10654 | 10907 |
Profit Streak | 0 | 226.294 | 0 | 0 | 226.294 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -295740 | -144377 | -580810 | -179917 | 346041 | -580810 |
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{ "first_band": { "type": "rma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 101, "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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