Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363160.2259 | 153761.5509 | 209398.675 | 170613.11 | 50622.4263 | 119990.6837 |
Total P&L (%) | 363.1602 | 153.7616 | 209.3987 | 170.6131 | 50.6224 | 119.9907 |
Avg Daily Profit (%) | 0.1903 | 0.0806 | 0.1097 | 0.0522 | 0.0215 | 0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82031 | -93087 | -85629 | -69569 | -55204 | -69661 |
Profit Factor | 1.6105 | 1.4508 | 1.8252 | 1.3446 | 1.1868 | 1.5353 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 65.1786 | 58.9286 | 71.4286 | 65.1786 | 58.9286 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.8604 | 1.0111 | 0.7301 | 0.7183 | 0.8272 | 0.6141 |
Largest Winning Trade | 60375 | 60375 | 36651 | 53544 | 53544 | 33529 |
Largest Losing Trade | -77727 | -56126 | -77727 | -67082 | -42689 | -67082 |
Avg Bars in Trades | 49 | 58 | 40 | 49 | 58 | 40 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 82 | 88 | 73 | 82 | 88 | 73 |
Bars Traded | 5538 | 3271 | 2267 | 5538 | 3271 | 2267 |
Profit Streak | 19.0573 | 0 | 70.724 | 19.0573 | 0 | 70.724 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382821 | -263248 | -222100 | -121705 | -361074 | -314154 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 4.47932 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 4.47932 } } }
# | 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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