Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760689.0043 | 697917.7514 | 62771.2529 | 3115406.27 | 5751591.251 | -2636184.981 |
Total P&L (%) | 760.689 | 697.9178 | 62.7713 | 3115.4063 | 5751.5913 | -2636.185 |
Avg Daily Profit (%) | 0.3042 | 0.2791 | 0.0251 | 0.1389 | 0.1629 | 0 |
Buy And Hold Return (%) | 755.5616 | 755.5616 | 755.5616 | 755.5616 | 755.5616 | 755.5616 |
Max Trade Drawdown | -96063 | -55888 | -85248 | -3683015 | -1396105 | -4127706 |
Profit Factor | 2.8153 | 5.08 | 1.2531 | 1.3575 | 2.7761 | 0.5187 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 50 | 54.5455 | 45.4545 | 50 | 54.5455 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.8153 | 4.2333 | 1.5038 | 1.3575 | 2.3134 | 0.6224 |
Largest Winning Trade | 302354 | 302354 | 51906 | 4579581 | 4579581 | 767344 |
Largest Losing Trade | -54244 | -26854 | -54244 | -2655896 | -728195 | -2655896 |
Avg Bars in Trades | 108 | 114 | 102 | 108 | 114 | 102 |
Avg Bars in Winners | 131 | 127 | 136 | 131 | 127 | 136 |
Avg Bars in Losers | 85 | 98 | 74 | 85 | 98 | 74 |
Bars Traded | 7152 | 3763 | 3389 | 7152 | 3763 | 3389 |
Profit Streak | 70.7387 | 160.4054 | 0 | 70.7387 | 160.4054 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277305 | -147680 | -325994 | -136808 | 523734 | -582570 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 136, "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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