Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33318.4005 | -7631.7792 | 40950.1798 | 20288.7629 | -14875.5399 | 35164.3028 |
Total P&L (%) | 33.3184 | -7.6318 | 40.9502 | 20.2888 | -14.8755 | 35.1643 |
Avg Daily Profit (%) | 0.2358 | -0.054 | 0.2898 | 0.1308 | -0.1139 | 0.2135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48178 | -37295 | -19157 | -41602 | -33288 | -15735 |
Profit Factor | 1.2793 | 0.8907 | 1.8281 | 1.1867 | 0.7724 | 1.8116 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 53.2468 | 44.7368 | 61.5385 | 53.2468 | 44.7368 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.1233 | 1.1003 | 1.1426 | 1.042 | 0.9542 | 1.1323 |
Largest Winning Trade | 40954 | 40954 | 20291 | 31478 | 31478 | 19931 |
Largest Losing Trade | -10656 | -10656 | -9214 | -11151 | -11151 | -9462 |
Avg Bars in Trades | 84 | 79 | 89 | 84 | 79 | 89 |
Avg Bars in Winners | 86 | 77 | 93 | 86 | 77 | 93 |
Avg Bars in Losers | 82 | 80 | 84 | 82 | 80 | 84 |
Bars Traded | 6514 | 3013 | 3502 | 6514 | 3013 | 3502 |
Profit Streak | 394.3197 | 0 | 411.7364 | 394.3197 | 0 | 411.7364 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41976 | -582918 | 349532 | -87328 | -584585 | 306383 |
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{ "first_band": { "type": "bbm", "factors": { "length": 136, "offset": 108, "std": 3.10248 } }, "second_band": { "type": "sinwma", "factors": { "length": 100, "offset": 0 } } }
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# | 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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