Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538651.0456 | 741094.8573 | -202443.8117 | -100009.7118 | 788689.3477 | -888699.0595 |
Total P&L (%) | 538.651 | 741.0949 | -202.4438 | -100.0097 | 788.6893 | -888.6991 |
Avg Daily Profit (%) | 0.2888 | 0.3973 | -0.1085 | 0 | 0.1172 | 0 |
Buy And Hold Return (%) | 85.141 | 85.141 | 85.141 | 85.141 | 85.141 | 85.141 |
Max Trade Drawdown | -467514 | -200683 | -311280 | -1167287 | -328561 | -849390 |
Profit Factor | 1.6085 | 3.2892 | 0.6395 | 0.923 | 3.4003 | 0.0847 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 17 | 14 | 21 | 12 | 9 |
Losing Trades | 29 | 13 | 16 | 39 | 18 | 21 |
Profitability (%) | 51.6667 | 56.6667 | 46.6667 | 35 | 40 | 30 |
Ratio Avg Win / Avg Loss | 1.5047 | 2.5153 | 0.7308 | 1.7142 | 5.1005 | 0.1975 |
Largest Winning Trade | 646065 | 646065 | 76097 | 1010818 | 1010818 | 78755 |
Largest Losing Trade | -120634 | -37583 | -120634 | -481809 | -183478 | -481809 |
Avg Bars in Trades | 119 | 110 | 128 | 119 | 110 | 128 |
Avg Bars in Winners | 129 | 101 | 164 | 140 | 109 | 182 |
Avg Bars in Losers | 109 | 123 | 97 | 108 | 111 | 106 |
Bars Traded | 7195 | 3327 | 3868 | 7195 | 3327 | 3868 |
Profit Streak | 57.5953 | 0 | 78.3453 | 0 | 114.0953 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161330 | 605848 | -581564 | -757611 | -33009 | -588603 |
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{ "first_band": { "type": "sma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 143, "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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