Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713813.8755 | 627032.6306 | 86781.2449 | 507285.3995 | 422290.0481 | 84995.3514 |
Total P&L (%) | 713.8139 | 627.0326 | 86.7812 | 507.2854 | 422.29 | 84.9954 |
Avg Daily Profit (%) | 0.3788 | 0.3327 | 0.046 | 0.0958 | 0.0878 | 0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246917 | -125615 | -182017 | -608249 | -384747 | -252512 |
Profit Factor | 2.1203 | 2.7638 | 1.3081 | 1.5585 | 1.7692 | 1.2366 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 48.5714 | 42.8571 | 54.2857 | 48.5714 | 42.8571 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.2451 | 3.685 | 1.1016 | 1.6502 | 2.3589 | 1.0413 |
Largest Winning Trade | 362871 | 362871 | 47873 | 349804 | 349804 | 126169 |
Largest Losing Trade | -45080 | -43141 | -45080 | -271571 | -271571 | -138342 |
Avg Bars in Trades | 313 | 334 | 292 | 313 | 334 | 292 |
Avg Bars in Winners | 423 | 469 | 387 | 423 | 469 | 387 |
Avg Bars in Losers | 210 | 234 | 180 | 210 | 234 | 180 |
Bars Traded | 21963 | 11723 | 10240 | 21963 | 11723 | 10240 |
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 | -85735 | 419715 | -130729 | -161266 | -75234 | -149034 |
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{ "first_band": { "type": "t3", "factors": { "length": 229, "offset": 0, "a": 0.67931 } }, "second_band": { "type": "sinwma", "factors": { "length": 219, "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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