Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895147.0404 | 705615.2268 | 189531.8137 | 4563710.9704 | 6882271.0348 | -2318560.0644 |
Total P&L (%) | 895.147 | 705.6152 | 189.5318 | 4563.711 | 6882.271 | -2318.5601 |
Avg Daily Profit (%) | 0.3767 | 0.297 | 0.0798 | 0.1618 | 0.1789 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90405 | -65760 | -76258 | -15380239 | -7862179 | -11788021 |
Profit Factor | 2.4638 | 3.3751 | 1.6028 | 1.0944 | 1.3551 | 0.9199 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 45.679 | 43.9024 | 47.5 | 45.679 | 43.9024 | 47.5 |
Ratio Avg Win / Avg Loss | 2.9299 | 4.3126 | 1.7715 | 1.3015 | 1.7315 | 1.0168 |
Largest Winning Trade | 293687 | 293687 | 70865 | 6029582 | 6029582 | 5005101 |
Largest Losing Trade | -36766 | -29225 | -36766 | -6749601 | -3636694 | -6749601 |
Avg Bars in Trades | 55 | 27 | 83 | 55 | 27 | 83 |
Avg Bars in Winners | 94 | 34 | 152 | 94 | 34 | 152 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4483 | 1129 | 3354 | 4483 | 1129 | 3354 |
Profit Streak | 0 | 0 | 136.2393 | 0 | 0 | 136.2393 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3714 | 477458 | -83788 | -126929 | 263918 | -579485 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 2.2508 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 2.2508 } } }
# | 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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