Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839856.5616 | 794484.7132 | 45371.8484 | 780143.0781 | 657879.966 | 122263.1121 |
Total P&L (%) | 839.8566 | 794.4847 | 45.3718 | 780.1431 | 657.88 | 122.2631 |
Avg Daily Profit (%) | 0.4542 | 0.4297 | 0.0245 | 0.1177 | 0.1096 | 0.0432 |
Buy And Hold Return (%) | 122.9906 | 122.9906 | 122.9906 | 122.9906 | 122.9906 | 122.9906 |
Max Trade Drawdown | -95208 | -63108 | -68552 | -1551836 | -679991 | -1096228 |
Profit Factor | 2.6169 | 4.5163 | 1.1546 | 1.2129 | 1.3809 | 1.0631 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.1234 | 5.7206 | 1.2989 | 1.4476 | 1.7491 | 1.196 |
Largest Winning Trade | 650033 | 650033 | 42426 | 722386 | 604131 | 722386 |
Largest Losing Trade | -45749 | -35742 | -45749 | -509813 | -509813 | -457342 |
Avg Bars in Trades | 78 | 81 | 76 | 78 | 81 | 76 |
Avg Bars in Winners | 117 | 117 | 118 | 117 | 117 | 118 |
Avg Bars in Losers | 46 | 52 | 39 | 46 | 52 | 39 |
Bars Traded | 5358 | 2758 | 2600 | 5358 | 2758 | 2600 |
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 | -100406 | 531937 | -377499 | -151841 | -47975 | -453247 |
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{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.57537 } }, "second_band": { "type": "sinwma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.57537 } }, "second_band": { "type": "sinwma", "factors": { "length": 52, "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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