Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668546.5022 | 421001.8355 | 247544.6667 | 4390983.7208 | 4145477.0196 | 245506.7012 |
Total P&L (%) | 668.5465 | 421.0018 | 247.5447 | 4390.9837 | 4145.477 | 245.5067 |
Avg Daily Profit (%) | 0.3951 | 0.2488 | 0.1463 | 0.2251 | 0.2218 | 0.0733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70891 | -79577 | -63047 | -5239157 | -1150940 | -4642922 |
Profit Factor | 2.0615 | 2.3061 | 1.8051 | 1.2988 | 1.6872 | 1.0283 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Profitability (%) | 36.9159 | 34.5794 | 39.2523 | 36.9159 | 34.5794 | 39.2523 |
Ratio Avg Win / Avg Loss | 3.5228 | 4.363 | 2.7935 | 2.2194 | 3.1919 | 1.5915 |
Largest Winning Trade | 230247 | 230247 | 51447 | 1741657 | 1741657 | 1632344 |
Largest Losing Trade | -18257 | -16561 | -18257 | -1003092 | -478295 | -1003092 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 5004 | 2180 | 2824 | 5004 | 2180 | 2824 |
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 | 357623 | 231873 | 54620 | 206983 | 195553 | -287483 |
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{ "first_band": { "type": "ema", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 5, "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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