Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111058.0589 | 76684.791 | 34373.2679 | 160477.7797 | 145226.1545 | 15251.6252 |
Total P&L (%) | 111.0581 | 76.6848 | 34.3733 | 160.4778 | 145.2262 | 15.2516 |
Avg Daily Profit (%) | 0.4265 | 0.2945 | 0.132 | 0.3683 | 0.345 | 0.0545 |
Buy And Hold Return (%) | 31.1685 | 31.1685 | 31.1685 | 31.1685 | 31.1685 | 31.1685 |
Max Trade Drawdown | -29993 | -17460 | -27089 | -60791 | -27452 | -73308 |
Profit Factor | 1.4983 | 1.6997 | 1.3034 | 1.3714 | 1.7641 | 1.063 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 73.991 | 73.8739 | 74.1071 | 73.991 | 73.8739 | 74.1071 |
Ratio Avg Win / Avg Loss | 0.5267 | 0.6011 | 0.4554 | 0.4821 | 0.6239 | 0.3714 |
Largest Winning Trade | 13893 | 13893 | 7605 | 18878 | 18878 | 10697 |
Largest Losing Trade | -17229 | -17229 | -16236 | -32600 | -22302 | -32600 |
Avg Bars in Trades | 111 | 110 | 111 | 111 | 110 | 111 |
Avg Bars in Winners | 70 | 67 | 73 | 70 | 67 | 73 |
Avg Bars in Losers | 226 | 233 | 219 | 226 | 233 | 219 |
Bars Traded | 24761 | 12301 | 12460 | 24761 | 12301 | 12460 |
Profit Streak | 0.543 | 0 | 5.1263 | 0.543 | 0 | 5.1263 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 217769 | 243703 | -148810 | 221504 | 342362 | -435416 |
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{ "first_band": { "type": "bbm", "factors": { "length": 184, "offset": 0, "std": 2.35771 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 184, "offset": 0, "std": 2.35771 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "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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