Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538920.2444 | 458427.2565 | 80492.9879 | 413556.1653 | 223507.26 | 190048.9052 |
Total P&L (%) | 538.9202 | 458.4273 | 80.493 | 413.5562 | 223.5073 | 190.0489 |
Avg Daily Profit (%) | 0.2298 | 0.1955 | 0.0343 | 0.0698 | 0.0501 | 0.0454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136410 | -63589 | -155012 | -282628 | -196217 | -276586 |
Profit Factor | 2.1761 | 2.974 | 1.3562 | 1.3767 | 1.3615 | 1.3963 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 53.2258 | 54.8387 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.9123 | 2.4491 | 1.2714 | 1.2098 | 1.1213 | 1.309 |
Largest Winning Trade | 270188 | 270188 | 69413 | 199394 | 199394 | 145090 |
Largest Losing Trade | -63589 | -63589 | -54713 | -130247 | -130247 | -126554 |
Avg Bars in Trades | 73 | 72 | 73 | 73 | 72 | 73 |
Avg Bars in Winners | 97 | 97 | 96 | 97 | 97 | 96 |
Avg Bars in Losers | 46 | 42 | 49 | 46 | 42 | 49 |
Bars Traded | 4540 | 2253 | 2287 | 4540 | 2253 | 2287 |
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 | -145649 | 498574 | -146452 | -257291 | -125001 | -131417 |
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{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.68836 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.68836 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "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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