Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120700.9512 | 77813.203 | 42887.7482 | 158629.9088 | 134848.8024 | 23781.1064 |
Total P&L (%) | 120.701 | 77.8132 | 42.8877 | 158.6299 | 134.8488 | 23.7811 |
Avg Daily Profit (%) | 0.4635 | 0.2988 | 0.1647 | 0.3655 | 0.3284 | 0.082 |
Buy And Hold Return (%) | 15.3896 | 15.3896 | 15.3896 | 15.3896 | 15.3896 | 15.3896 |
Max Trade Drawdown | -40963 | -34805 | -34374 | -50925 | -36448 | -44042 |
Profit Factor | 1.4612 | 1.7142 | 1.2808 | 1.4091 | 1.9221 | 1.0985 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 47.8571 | 48.5714 | 47.1429 | 47.8571 | 48.5714 | 47.1429 |
Ratio Avg Win / Avg Loss | 1.5921 | 1.815 | 1.436 | 1.5353 | 2.0352 | 1.2316 |
Largest Winning Trade | 18437 | 16183 | 18437 | 23187 | 21235 | 23187 |
Largest Losing Trade | -20565 | -9656 | -20565 | -32857 | -11750 | -32857 |
Avg Bars in Trades | 173 | 173 | 173 | 173 | 173 | 173 |
Avg Bars in Winners | 221 | 210 | 231 | 221 | 210 | 231 |
Avg Bars in Losers | 129 | 139 | 120 | 129 | 139 | 120 |
Bars Traded | 24278 | 12160 | 12118 | 24278 | 12160 | 12118 |
Profit Streak | 6.4872 | 12.0706 | 6.4872 | 6.4872 | 12.0706 | 6.4872 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408934 | -84904 | -92289 | 367346 | -82954 | -301926 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 242, "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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