Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905783.6206 | 754151.5469 | 151632.0738 | 2256193.4926 | -323563.609 | 2579757.1016 |
Total P&L (%) | 905.7836 | 754.1515 | 151.6321 | 2256.1935 | -323.5636 | 2579.7571 |
Avg Daily Profit (%) | 0.4677 | 0.3894 | 0.0783 | 0.1633 | 0 | 0.1699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137825 | -66186 | -103584 | -1541728 | -1296112 | -736325 |
Profit Factor | 2.5945 | 3.6301 | 1.539 | 1.3763 | 0.9053 | 2.0004 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 39.7959 | 28.5714 | 51.0204 | 39.7959 | 28.5714 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.925 | 9.0751 | 1.4774 | 2.0821 | 2.2633 | 1.9204 |
Largest Winning Trade | 466073 | 466073 | 55685 | 718708 | 644661 | 718708 |
Largest Losing Trade | -42033 | -33762 | -42033 | -389085 | -296494 | -389085 |
Avg Bars in Trades | 57 | 46 | 68 | 57 | 46 | 68 |
Avg Bars in Winners | 106 | 101 | 109 | 106 | 101 | 109 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 5629 | 2254 | 3375 | 5629 | 2254 | 3375 |
Profit Streak | 33.4927 | 34.4927 | 0 | 33.4927 | 34.4927 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435864 | 98396 | -86640 | 223886 | -591713 | 425170 |
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{ "first_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 4.33706 } }, "second_band": { "type": "sinwma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 4.33706 } }, "second_band": { "type": "sinwma", "factors": { "length": 11, "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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