Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447331.749 | 1379142.2551 | 68189.4939 | 3026987.6847 | 1501638.869 | 1525348.8156 |
Total P&L (%) | 1447.3317 | 1379.1423 | 68.1895 | 3026.9877 | 1501.6389 | 1525.3488 |
Avg Daily Profit (%) | 0.5779 | 0.5507 | 0.0272 | 0.1376 | 0.1108 | 0.1114 |
Buy And Hold Return (%) | 439.7045 | 439.7045 | 439.7045 | 439.7045 | 439.7045 | 439.7045 |
Max Trade Drawdown | -96250 | -53056 | -63848 | -2966294 | -2248752 | -3198993 |
Profit Factor | 4.2263 | 8.3475 | 1.2614 | 1.2524 | 1.2617 | 1.2439 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 36.1111 | 30.5556 | 41.6667 | 36.1111 | 30.5556 | 41.6667 |
Ratio Avg Win / Avg Loss | 7.4772 | 18.9716 | 1.7659 | 2.2158 | 2.8675 | 1.7415 |
Largest Winning Trade | 1066618 | 1066618 | 52466 | 2265774 | 2265774 | 1885036 |
Largest Losing Trade | -36808 | -27085 | -36808 | -1291844 | -695070 | -1291844 |
Avg Bars in Trades | 101 | 94 | 107 | 101 | 94 | 107 |
Avg Bars in Winners | 209 | 212 | 207 | 209 | 212 | 207 |
Avg Bars in Losers | 39 | 42 | 36 | 39 | 42 | 36 |
Bars Traded | 7287 | 3401 | 3886 | 7287 | 3401 | 3886 |
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 | -73535 | 324356 | -324562 | -97324 | -53982 | -48939 |
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{ "first_band": { "type": "sma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 15, "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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