Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1427373.8515 | 1263308.1512 | 164065.7003 | 1864589.1384 | 760373.904 | 1104215.2344 |
Total P&L (%) | 1427.3739 | 1263.3082 | 164.0657 | 1864.5891 | 760.3739 | 1104.2152 |
Avg Daily Profit (%) | 0.601 | 0.532 | 0.0691 | 0.1255 | 0.0907 | 0.1048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105992 | -99941 | -77570 | -2763834 | -2062288 | -1015938 |
Profit Factor | 3.3633 | 5.2075 | 1.5402 | 1.3057 | 1.2545 | 1.3548 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 46.5753 | 43.2432 | 50 | 46.5753 | 43.2432 | 50 |
Ratio Avg Win / Avg Loss | 3.8579 | 6.8349 | 1.5402 | 1.4977 | 1.6465 | 1.3548 |
Largest Winning Trade | 877488 | 877488 | 64955 | 1675710 | 1675710 | 913371 |
Largest Losing Trade | -60528 | -60528 | -52643 | -1306267 | -1306267 | -675329 |
Avg Bars in Trades | 188 | 165 | 212 | 188 | 165 | 212 |
Avg Bars in Winners | 281 | 266 | 295 | 281 | 266 | 295 |
Avg Bars in Losers | 107 | 89 | 129 | 107 | 89 | 129 |
Bars Traded | 13782 | 6138 | 7644 | 13782 | 6138 | 7644 |
Profit Streak | 20.2063 | 23.0396 | 0 | 20.2063 | 23.0396 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59158 | 602875 | -98032 | -102029 | -72660 | -52189 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 21, "offset": 220 } }, "second_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 2.08923 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 21, "offset": 220 } }, "second_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 2.08923 } } }
# | 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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