Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62397.8911 | 25698.3619 | 36699.5293 | 80814.9854 | 31203.255 | 49611.7304 |
Total P&L (%) | 62.3979 | 25.6984 | 36.6995 | 80.815 | 31.2033 | 49.6117 |
Avg Daily Profit (%) | 1.1981 | 0.4934 | 0.7047 | 1.1438 | 0.5228 | 0.7766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14710 | -19286 | -8805 | -23789 | -30366 | -14799 |
Profit Factor | 1.8225 | 1.5354 | 2.317 | 1.6644 | 1.4052 | 2.1117 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 67.3913 | 63.7681 | 71.0145 | 67.3913 | 63.7681 | 71.0145 |
Ratio Avg Win / Avg Loss | 0.8819 | 0.8724 | 0.9457 | 0.8054 | 0.7984 | 0.8619 |
Largest Winning Trade | 6274 | 6274 | 3792 | 9652 | 9652 | 4972 |
Largest Losing Trade | -10063 | -10063 | -4069 | -16231 | -16231 | -5641 |
Avg Bars in Trades | 170 | 172 | 168 | 170 | 172 | 168 |
Avg Bars in Winners | 107 | 92 | 120 | 107 | 92 | 120 |
Avg Bars in Losers | 301 | 313 | 286 | 301 | 313 | 286 |
Bars Traded | 23567 | 11925 | 11642 | 23567 | 11925 | 11642 |
Profit Streak | 0 | 14.5062 | 0 | 0 | 14.5062 | 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 | 497913 | -94869 | -89404 | 503479 | -94925 | -88316 |
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{ "first_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 227, "offset": 80 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 227, "offset": 80 } } }
# | 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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