Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83256.0784 | 46664.2772 | 36591.8012 | 77481.6109 | 53679.9735 | 23801.6374 |
Total P&L (%) | 83.2561 | 46.6643 | 36.5918 | 77.4816 | 53.68 | 23.8016 |
Avg Daily Profit (%) | 0.3197 | 0.1792 | 0.1405 | 0.2205 | 0.1651 | 0.082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60559 | -55770 | -17183 | -52758 | -45356 | -19416 |
Profit Factor | 1.3644 | 1.3275 | 1.4256 | 1.3426 | 1.3881 | 1.2709 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 49.2188 | 50 | 48.4375 | 49.2188 | 50 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.4077 | 1.3275 | 1.5176 | 1.3852 | 1.3881 | 1.3529 |
Largest Winning Trade | 32986 | 32986 | 26697 | 42335 | 42335 | 21041 |
Largest Losing Trade | -11498 | -11498 | -10327 | -11470 | -11364 | -11470 |
Avg Bars in Trades | 191 | 310 | 72 | 191 | 310 | 72 |
Avg Bars in Winners | 243 | 388 | 94 | 243 | 388 | 94 |
Avg Bars in Losers | 140 | 232 | 51 | 140 | 232 | 51 |
Bars Traded | 24455 | 19845 | 4610 | 24455 | 19845 | 4610 |
Profit Streak | 21.2447 | 27.526 | 21.2447 | 21.2447 | 27.526 | 21.2447 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317302 | -133498 | -146652 | 281993 | -132706 | -228525 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 178, "offset": 0, "std": 1.11915 } } }
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# | 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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