Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275309.1164 | 202773.278 | 72535.8384 | -115729.4433 | 448019.0957 | -563748.539 |
Total P&L (%) | 275.3091 | 202.7733 | 72.5358 | -115.7294 | 448.0191 | -563.7485 |
Avg Daily Profit (%) | 0.1934 | 0.1425 | 0.051 | 0 | 0.1196 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125539 | -40632 | -159242 | -1068194 | -364891 | -1104727 |
Profit Factor | 1.4428 | 2.2285 | 1.1588 | 0.9545 | 1.7464 | 0.7102 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 91 | 45 | 46 | 88 | 46 | 42 |
Losing Trades | 44 | 23 | 21 | 47 | 22 | 25 |
Profitability (%) | 67.4074 | 66.1765 | 68.6567 | 65.1852 | 67.6471 | 62.6866 |
Ratio Avg Win / Avg Loss | 0.6976 | 1.139 | 0.529 | 0.5098 | 0.8352 | 0.4227 |
Largest Winning Trade | 38394 | 23699 | 38394 | 153116 | 118886 | 153116 |
Largest Losing Trade | -118135 | -24025 | -118135 | -856323 | -201547 | -856323 |
Avg Bars in Trades | 61 | 38 | 85 | 61 | 38 | 85 |
Avg Bars in Winners | 44 | 34 | 54 | 49 | 38 | 61 |
Avg Bars in Losers | 97 | 46 | 153 | 84 | 39 | 124 |
Bars Traded | 8349 | 2627 | 5722 | 8349 | 2627 | 5722 |
Profit Streak | 22.0498 | 22.0498 | 43.2165 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378511 | -106237 | -285621 | -578451 | -139695 | -695813 |
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{ "first_band": { "type": "bbu", "factors": { "length": 169, "offset": 0, "std": 3.07814 } }, "second_band": { "type": "sinwma", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 169, "offset": 0, "std": 3.07814 } }, "second_band": { "type": "sinwma", "factors": { "length": 185, "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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