Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840145.2401 | 714023.2087 | 126122.0314 | 15753600.292 | 23298975.6653 | -7545375.3733 |
Total P&L (%) | 840.1452 | 714.0232 | 126.122 | 15753.6003 | 23298.9757 | -7545.3754 |
Avg Daily Profit (%) | 0.336 | 0.2856 | 0.0504 | 0.2028 | 0.2184 | 0 |
Buy And Hold Return (%) | 900.4999 | 900.4999 | 900.4999 | 900.4999 | 900.4999 | 900.4999 |
Max Trade Drawdown | -71625 | -36426 | -49612 | -12998408 | -3682813 | -9875237 |
Profit Factor | 3.7057 | 7.681 | 1.6193 | 1.8113 | 5.0123 | 0.4456 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.9007 | 8.0852 | 1.7046 | 1.9067 | 5.2762 | 0.4691 |
Largest Winning Trade | 255306 | 255306 | 56877 | 17837433 | 17837433 | 943313 |
Largest Losing Trade | -35574 | -26790 | -35574 | -6231684 | -1572317 | -6231684 |
Avg Bars in Trades | 88 | 86 | 89 | 88 | 86 | 89 |
Avg Bars in Winners | 101 | 98 | 104 | 101 | 98 | 104 |
Avg Bars in Losers | 74 | 74 | 75 | 74 | 74 | 75 |
Bars Traded | 6865 | 3369 | 3496 | 6865 | 3369 | 3496 |
Profit Streak | 63.6101 | 76.6101 | 0 | 63.6101 | 76.6101 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188448 | -148400 | -288740 | -27219 | 578845 | -581255 |
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{ "first_band": { "type": "fwma", "factors": { "length": 8, "offset": 62 } }, "second_band": { "type": "sinwma", "factors": { "length": 181, "offset": 149 } } }
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# | 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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