Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1381302.6428 | 1241645.4129 | 139657.2299 | 1120302.4702 | 56234.4531 | 1064068.017 |
Total P&L (%) | 1381.3026 | 1241.6454 | 139.6572 | 1120.3025 | 56.2345 | 1064.068 |
Avg Daily Profit (%) | 0.5789 | 0.5204 | 0.0585 | 0.1049 | 0.0187 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160507 | -150805 | -106322 | -6584478 | -5862107 | -2066068 |
Profit Factor | 2.7203 | 3.9399 | 1.3669 | 1.0856 | 1.0072 | 1.2011 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 42.268 | 36.7347 | 47.9167 | 42.268 | 36.7347 | 47.9167 |
Ratio Avg Win / Avg Loss | 3.7155 | 6.7854 | 1.4858 | 1.4828 | 1.7346 | 1.3056 |
Largest Winning Trade | 870491 | 870491 | 65116 | 4694734 | 4694734 | 1732288 |
Largest Losing Trade | -41316 | -41316 | -36277 | -1850758 | -1694539 | -1850758 |
Avg Bars in Trades | 71 | 61 | 82 | 71 | 61 | 82 |
Avg Bars in Winners | 117 | 111 | 121 | 117 | 111 | 121 |
Avg Bars in Losers | 38 | 32 | 45 | 38 | 32 | 45 |
Bars Traded | 6959 | 3019 | 3940 | 6959 | 3019 | 3940 |
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 | 493853 | 458324 | -114992 | -181637 | -385333 | -56399 |
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{ "first_band": { "type": "bbm", "factors": { "length": 86, "offset": 0, "std": 2.06307 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 86, "offset": 0, "std": 2.06307 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "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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