Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963915.4269 | 833408.0777 | 130507.3492 | 15568034.9336 | 7909150.7005 | 7658884.2331 |
Total P&L (%) | 963.9154 | 833.4081 | 130.5073 | 15568.0349 | 7909.1507 | 7658.8842 |
Avg Daily Profit (%) | 0.4084 | 0.3531 | 0.0553 | 0.2144 | 0.1859 | 0.1846 |
Buy And Hold Return (%) | 688.2082 | 688.2082 | 688.2082 | 688.2082 | 688.2082 | 688.2082 |
Max Trade Drawdown | -124318 | -115939 | -80711 | -15376187 | -7810744 | -9022192 |
Profit Factor | 2.4074 | 3.5525 | 1.3642 | 1.39 | 1.3912 | 1.3888 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 47.7273 | 46.9697 | 48.4848 | 47.7273 | 46.9697 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.6367 | 4.0109 | 1.4494 | 1.5224 | 1.5707 | 1.4756 |
Largest Winning Trade | 190562 | 190562 | 64375 | 7049143 | 7049143 | 5729799 |
Largest Losing Trade | -29241 | -27044 | -29241 | -4683126 | -3517935 | -4683126 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 44 | 40 | 49 | 44 | 40 | 49 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 4619 | 2155 | 2464 | 4619 | 2155 | 2464 |
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 | -27269 | -209695 | -409144 | 337376 | -115967 | -116237 |
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{ "first_band": { "type": "sma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "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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