Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373277.4932 | 219683.1915 | 153594.3017 | 414563.9602 | 356636.9361 | 57927.0242 |
Total P&L (%) | 373.2775 | 219.6832 | 153.5943 | 414.564 | 356.6369 | 57.927 |
Avg Daily Profit (%) | 0.2203 | 0.1297 | 0.0907 | 0.0967 | 0.0897 | 0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171024 | -84244 | -97360 | -924663 | -509615 | -515213 |
Profit Factor | 1.6095 | 1.7585 | 1.4758 | 1.1579 | 1.3071 | 1.0395 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 47.0588 | 41.1765 | 52.9412 | 47.0588 | 41.1765 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8107 | 2.5121 | 1.3119 | 1.3026 | 1.8673 | 0.924 |
Largest Winning Trade | 92321 | 92321 | 53568 | 392977 | 392977 | 219222 |
Largest Losing Trade | -46963 | -33393 | -46963 | -374046 | -178025 | -374046 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 60 | 70 | 52 | 60 | 70 | 52 |
Avg Bars in Losers | 38 | 30 | 47 | 38 | 30 | 47 |
Bars Traded | 6614 | 3185 | 3429 | 6614 | 3185 | 3429 |
Profit Streak | 21.84 | 45.34 | 21.84 | 21.84 | 45.34 | 21.84 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399777 | -128920 | -179022 | -110448 | -184328 | -444590 |
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{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 109, "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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