Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233479.2472 | 56242.5904 | 177236.6568 | 120625.7226 | -149774.4364 | 270400.1589 |
Total P&L (%) | 233.4792 | 56.2426 | 177.2367 | 120.6257 | -149.7744 | 270.4002 |
Avg Daily Profit (%) | 0.1812 | 0.0436 | 0.1375 | 0.0614 | 0 | 0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101482 | -112418 | -38159 | -249410 | -274391 | -78838 |
Profit Factor | 1.4825 | 1.1879 | 1.9604 | 1.1262 | 0.7606 | 1.82 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 48.8372 | 39.5349 | 58.1395 | 48.8372 | 39.5349 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.5531 | 1.8168 | 1.4115 | 1.1799 | 1.1633 | 1.3104 |
Largest Winning Trade | 114781 | 114781 | 61065 | 97552 | 97552 | 78457 |
Largest Losing Trade | -33021 | -33021 | -29171 | -61421 | -61421 | -48840 |
Avg Bars in Trades | 44 | 39 | 48 | 44 | 39 | 48 |
Avg Bars in Winners | 57 | 53 | 60 | 57 | 53 | 60 |
Avg Bars in Losers | 31 | 30 | 31 | 31 | 30 | 31 |
Bars Traded | 3793 | 1711 | 2082 | 3793 | 1711 | 2082 |
Profit Streak | 0 | 0 | 43.6797 | 0 | 0 | 43.6797 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343735 | -152275 | -5154 | -192784 | -583130 | -53257 |
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{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 3.66775 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 3.66775 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "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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