Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137092.9721 | 77986.9206 | 59106.0515 | 195531.9498 | 137842.2783 | 57689.6714 |
Total P&L (%) | 137.093 | 77.9869 | 59.1061 | 195.532 | 137.8423 | 57.6897 |
Avg Daily Profit (%) | 0.9869 | 0.5614 | 0.4255 | 0.7831 | 0.6257 | 0.3284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35042 | -22984 | -31664 | -72228 | -25179 | -72228 |
Profit Factor | 1.6755 | 1.8304 | 1.542 | 1.6279 | 2.2568 | 1.286 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 66.4063 | 67.1875 | 65.625 | 66.4063 | 67.1875 | 65.625 |
Ratio Avg Win / Avg Loss | 0.8476 | 0.8939 | 0.8077 | 0.8235 | 1.1022 | 0.6736 |
Largest Winning Trade | 33318 | 33318 | 12758 | 35710 | 35710 | 22158 |
Largest Losing Trade | -28024 | -13785 | -28024 | -72228 | -13060 | -72228 |
Avg Bars in Trades | 101 | 100 | 102 | 101 | 100 | 102 |
Avg Bars in Winners | 74 | 73 | 75 | 74 | 73 | 75 |
Avg Bars in Losers | 154 | 155 | 154 | 154 | 155 | 154 |
Bars Traded | 12991 | 6422 | 6569 | 12991 | 6422 | 6569 |
Profit Streak | 0 | 0 | 139.5491 | 0 | 0 | 139.5491 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503729 | -127328 | -129256 | 489394 | -124289 | -131745 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 2.02498 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 2.02498 } } }
# | 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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