Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584777.6375 | 597894.627 | -13116.9895 | 301841.9625 | 472963.4246 | -171121.4621 |
Total P&L (%) | 584.7776 | 597.8946 | -13.117 | 301.842 | 472.9634 | -171.1215 |
Avg Daily Profit (%) | 0.3226 | 0.3298 | -0.0072 | 0.0768 | 0.0963 | 0 |
Buy And Hold Return (%) | 261.8928 | 261.8928 | 261.8928 | 261.8928 | 261.8928 | 261.8928 |
Max Trade Drawdown | -123886 | -87339 | -75818 | -878651 | -508186 | -451209 |
Profit Factor | 1.8281 | 2.7836 | 0.9646 | 1.1133 | 1.3591 | 0.8729 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 48.8889 | 53.3333 | 44.4444 | 48.8889 | 53.3333 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.9112 | 2.4356 | 1.2058 | 1.1639 | 1.1892 | 1.0911 |
Largest Winning Trade | 194749 | 194749 | 77980 | 499472 | 499472 | 247266 |
Largest Losing Trade | -42318 | -42318 | -37010 | -341918 | -228034 | -341918 |
Avg Bars in Trades | 117 | 113 | 122 | 117 | 113 | 122 |
Avg Bars in Winners | 166 | 157 | 178 | 166 | 157 | 178 |
Avg Bars in Losers | 70 | 63 | 77 | 70 | 63 | 77 |
Bars Traded | 10593 | 5098 | 5495 | 10593 | 5098 | 5495 |
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 | 252931 | 358402 | -581205 | -304851 | -71580 | -581205 |
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{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 84, "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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