Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907806.5398 | 798310.3902 | 109496.1496 | 8471286.825 | 7356978.2219 | 1114308.6031 |
Total P&L (%) | 907.8065 | 798.3104 | 109.4962 | 8471.2868 | 7356.9782 | 1114.3086 |
Avg Daily Profit (%) | 0.3632 | 0.3194 | 0.0438 | 0.1782 | 0.1727 | 0.0999 |
Buy And Hold Return (%) | 655.5135 | 655.5135 | 655.5135 | 655.5135 | 655.5135 | 655.5135 |
Max Trade Drawdown | -106956 | -63828 | -120373 | -2169542 | -1859718 | -822295 |
Profit Factor | 2.015 | 3.2534 | 1.2027 | 2.1503 | 3.244 | 1.2727 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 149 | 72 | 77 | 149 | 72 | 77 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 54.1818 | 52.5547 | 55.7971 | 54.1818 | 52.5547 | 55.7971 |
Ratio Avg Win / Avg Loss | 1.7039 | 2.9371 | 0.9528 | 1.8184 | 2.9286 | 1.0083 |
Largest Winning Trade | 371995 | 371995 | 54665 | 3828222 | 3828222 | 848497 |
Largest Losing Trade | -43887 | -20158 | -43887 | -925639 | -925639 | -716398 |
Avg Bars in Trades | 53 | 53 | 52 | 53 | 53 | 52 |
Avg Bars in Winners | 59 | 58 | 60 | 59 | 58 | 60 |
Avg Bars in Losers | 45 | 48 | 42 | 45 | 48 | 42 |
Bars Traded | 14668 | 7389 | 7279 | 14668 | 7389 | 7279 |
Profit Streak | 0 | 34.3108 | 0 | 0 | 34.3108 | 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 | -30795 | -82046 | -301785 | 501217 | 528731 | -67536 |
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{ "first_band": { "type": "pwma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 187, "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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