Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 972486.3736 | 812968.9507 | 159517.4229 | 4331158.8809 | 45904479.0281 | -41573320.1472 |
Total P&L (%) | 972.4864 | 812.969 | 159.5174 | 4331.1589 | 45904.479 | -41573.3201 |
Avg Daily Profit (%) | 0.3889 | 0.3251 | 0.0638 | 0.1517 | 0.2455 | 0 |
Buy And Hold Return (%) | 855.8351 | 855.8351 | 855.8351 | 855.8351 | 855.8351 | 855.8351 |
Max Trade Drawdown | -146492 | -66965 | -109678 | -51228703 | -1648936 | -50211724 |
Profit Factor | 3.47 | 6.1791 | 1.6738 | 1.0761 | 14.7208 | 0.2235 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 67.1642 | 66.6667 | 67.6471 | 67.1642 | 66.6667 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.6965 | 3.0895 | 0.8005 | 0.5261 | 7.3604 | 0.1069 |
Largest Winning Trade | 169270 | 169270 | 65853 | 32445665 | 32445665 | 2143489 |
Largest Losing Trade | -93887 | -51154 | -93887 | -49803077 | -1130707 | -49803077 |
Avg Bars in Trades | 69 | 76 | 63 | 69 | 76 | 63 |
Avg Bars in Winners | 74 | 78 | 70 | 74 | 78 | 70 |
Avg Bars in Losers | 61 | 72 | 49 | 61 | 72 | 49 |
Bars Traded | 4684 | 2523 | 2161 | 4684 | 2523 | 2161 |
Profit Streak | 169.5878 | 169.5878 | 195.5878 | 169.5878 | 169.5878 | 195.5878 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -224447 | -145038 | -269502 | -249476 | 722102 | -577147 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 36, "offset": 7 } }, "second_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } } }
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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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