Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2361643.868 | 2304347.1703 | 57296.6977 | 43871322.1416 | 47241682.0442 | -3370359.9026 |
Total P&L (%) | 2361.6439 | 2304.3472 | 57.2967 | 43871.3221 | 47241.682 | -3370.3599 |
Avg Daily Profit (%) | 1.2679 | 1.2371 | 0.0308 | 0.3273 | 0.3313 | 0 |
Buy And Hold Return (%) | 6911.4365 | 6911.4365 | 6911.4365 | 6911.4365 | 6911.4365 | 6911.4365 |
Max Trade Drawdown | -77921 | -58957 | -55747 | -21947465 | -8076111 | -15351803 |
Profit Factor | 7.8872 | 16.2123 | 1.2993 | 1.808 | 3.4218 | 0.9031 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 48.3333 | 53.3333 | 43.3333 | 48.3333 | 53.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 8.4312 | 14.1857 | 1.6991 | 1.9327 | 2.994 | 1.181 |
Largest Winning Trade | 1541797 | 1541797 | 68142 | 20069921 | 20069921 | 8745864 |
Largest Losing Trade | -52072 | -52072 | -31460 | -13871354 | -7043865 | -13871354 |
Avg Bars in Trades | 173 | 182 | 164 | 173 | 182 | 164 |
Avg Bars in Winners | 255 | 272 | 236 | 255 | 272 | 236 |
Avg Bars in Losers | 96 | 79 | 110 | 96 | 79 | 110 |
Bars Traded | 10409 | 5463 | 4946 | 10409 | 5463 | 4946 |
Profit Streak | 0 | 220.6492 | 0 | 0 | 220.6492 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -317825 | -142345 | -319018 | -162027 | 610292 | -581751 |
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{ "first_band": { "type": "sma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 77, "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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