Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1387570.8519 | 1224963.228 | 162607.6238 | 28268329.6122 | 29506739.3122 | -1238409.7 |
Total P&L (%) | 1387.5709 | 1224.9632 | 162.6076 | 28268.3296 | 29506.7393 | -1238.4097 |
Avg Daily Profit (%) | 0.6294 | 0.5557 | 0.0738 | 0.2565 | 0.2585 | 0 |
Buy And Hold Return (%) | 420.8419 | 420.8419 | 420.8419 | 420.8419 | 420.8419 | 420.8419 |
Max Trade Drawdown | -71381 | -73107 | -60190 | -29803449 | -20162736 | -12127019 |
Profit Factor | 4.8853 | 7.6783 | 1.9361 | 1.563 | 2.004 | 0.9405 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 53.3333 | 43.3333 | 63.3333 | 53.3333 | 43.3333 | 63.3333 |
Ratio Avg Win / Avg Loss | 4.2746 | 10.0409 | 1.1209 | 1.3676 | 2.6206 | 0.5445 |
Largest Winning Trade | 505898 | 505898 | 64461 | 41040894 | 41040894 | 5209532 |
Largest Losing Trade | -53044 | -28139 | -53044 | -10952229 | -10572181 | -10952229 |
Avg Bars in Trades | 142 | 128 | 156 | 142 | 128 | 156 |
Avg Bars in Winners | 199 | 214 | 188 | 199 | 214 | 188 |
Avg Bars in Losers | 77 | 61 | 102 | 77 | 61 | 102 |
Bars Traded | 8549 | 3844 | 4705 | 8549 | 3844 | 4705 |
Profit Streak | 0 | 0 | 92.6937 | 0 | 0 | 92.6937 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156495 | 495913 | -255429 | -162856 | 349388 | -578538 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 176, "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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