Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7520281.7089 | 7637261.3901 | -116979.6812 | 120255.523 | 160389.6654 | -40134.1424 |
Total P&L (%) | 7520.2817 | 7637.2614 | -116.9797 | 120.2555 | 160.3897 | -40.1341 |
Avg Daily Profit (%) | 3.831 | 3.8906 | -0.0596 | 0.0402 | 0.0488 | -0.0261 |
Buy And Hold Return (%) | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 | 1682.0573 |
Max Trade Drawdown | -257575 | -96818 | -164868 | -375338 | -254007 | -253812 |
Profit Factor | 10.9616 | 20.5433 | 0.6788 | 1.0979 | 1.2528 | 0.9324 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 31.6327 | 34.6939 | 28.5714 | 31.6327 | 34.6939 | 28.5714 |
Ratio Avg Win / Avg Loss | 23.6912 | 38.6698 | 1.6969 | 2.3729 | 2.3582 | 2.3311 |
Largest Winning Trade | 7715776 | 7715776 | 64486 | 270451 | 270451 | 192831 |
Largest Losing Trade | -49115 | -49115 | -40611 | -165551 | -105923 | -165551 |
Avg Bars in Trades | 116 | 133 | 99 | 116 | 133 | 99 |
Avg Bars in Winners | 242 | 263 | 215 | 242 | 263 | 215 |
Avg Bars in Losers | 58 | 64 | 52 | 58 | 64 | 52 |
Bars Traded | 11410 | 6543 | 4866 | 11410 | 6543 | 4866 |
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 | 563034 | 604047 | -592255 | -423544 | -298514 | -592255 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 1.22123 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 1.22123 } } }
# | 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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