Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1531418.2414 | 1502635.8974 | 28782.3439 | 1402972.6034 | 1708675.2635 | -305702.6601 |
Total P&L (%) | 1531.4182 | 1502.6359 | 28.7823 | 1402.9726 | 1708.6753 | -305.7027 |
Avg Daily Profit (%) | 0.6469 | 0.6348 | 0.0122 | 0.1145 | 0.1224 | 0 |
Buy And Hold Return (%) | 434.6737 | 434.6737 | 434.6737 | 434.6737 | 434.6737 | 434.6737 |
Max Trade Drawdown | -112517 | -111143 | -108858 | -2659389 | -2186276 | -1577334 |
Profit Factor | 3.771 | 6.1612 | 1.1101 | 1.1388 | 1.32 | 0.9359 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 30.2083 | 22.9167 | 37.5 | 30.2083 | 22.9167 | 37.5 |
Ratio Avg Win / Avg Loss | 8.7122 | 20.7239 | 1.8501 | 2.6309 | 4.4398 | 1.5599 |
Largest Winning Trade | 1295681 | 1295681 | 53326 | 2470170 | 2470170 | 1196961 |
Largest Losing Trade | -27264 | -27264 | -22197 | -590624 | -503050 | -590624 |
Avg Bars in Trades | 94 | 82 | 107 | 94 | 82 | 107 |
Avg Bars in Winners | 211 | 225 | 202 | 211 | 225 | 202 |
Avg Bars in Losers | 44 | 40 | 49 | 44 | 40 | 49 |
Bars Traded | 9110 | 3972 | 5138 | 9110 | 3972 | 5138 |
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 | 311912 | -21609 | -445499 | -116800 | -69374 | -582772 |
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{ "first_band": { "type": "ema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 20, "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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