Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686002.2912 | 716336.4279 | -30334.1366 | 314711.1129 | 2588519.1466 | -2273808.0337 |
Total P&L (%) | 686.0023 | 716.3364 | -30.3341 | 314.7111 | 2588.5191 | -2273.808 |
Avg Daily Profit (%) | 0.3172 | 0.3312 | -0.014 | 0.0658 | 0.1523 | 0 |
Buy And Hold Return (%) | 480.6783 | 480.6783 | 480.6783 | 480.6783 | 480.6783 | 480.6783 |
Max Trade Drawdown | -243052 | -174251 | -168175 | -1817257 | -658464 | -2664610 |
Profit Factor | 1.9785 | 3.6039 | 0.9288 | 1.0641 | 3.1106 | 0.3831 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 43.3333 | 46.6667 | 40 | 43.3333 | 46.6667 | 40 |
Ratio Avg Win / Avg Loss | 2.5872 | 4.1187 | 1.3932 | 1.3915 | 3.5549 | 0.5746 |
Largest Winning Trade | 283662 | 283662 | 57635 | 1083956 | 1083956 | 434702 |
Largest Losing Trade | -55018 | -31858 | -55018 | -901501 | -320289 | -901501 |
Avg Bars in Trades | 105 | 122 | 88 | 105 | 122 | 88 |
Avg Bars in Winners | 143 | 160 | 123 | 143 | 160 | 123 |
Avg Bars in Losers | 75 | 88 | 64 | 75 | 88 | 64 |
Bars Traded | 6310 | 3668 | 2642 | 6310 | 3668 | 2642 |
Profit Streak | 0 | 124.3938 | 0 | 0 | 124.3938 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196179 | 68411 | -583047 | -597016 | 421885 | -584714 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 118, "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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