Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144251.1625 | 46854.1544 | 97397.0081 | 40004.0721 | 23422.2475 | 16581.8247 |
Total P&L (%) | 144.2512 | 46.8542 | 97.397 | 40.0041 | 23.4222 | 16.5818 |
Avg Daily Profit (%) | 0.277 | 0.09 | 0.187 | 0.0646 | 0.0404 | 0.0295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101823 | -29536 | -89035 | -157161 | -45050 | -133860 |
Profit Factor | 1.4992 | 1.7276 | 1.4337 | 1.1071 | 1.2871 | 1.0568 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 70.7483 | 67.5676 | 73.9726 | 70.7483 | 67.5676 | 73.9726 |
Ratio Avg Win / Avg Loss | 0.6198 | 0.8292 | 0.5044 | 0.4578 | 0.6178 | 0.3718 |
Largest Winning Trade | 21846 | 12600 | 21846 | 31580 | 10737 | 31580 |
Largest Losing Trade | -79131 | -10210 | -79131 | -107788 | -14373 | -107788 |
Avg Bars in Trades | 163 | 33 | 294 | 163 | 33 | 294 |
Avg Bars in Winners | 132 | 32 | 224 | 132 | 32 | 224 |
Avg Bars in Losers | 238 | 34 | 495 | 238 | 34 | 495 |
Bars Traded | 23999 | 2478 | 21521 | 23999 | 2478 | 21521 |
Profit Streak | 15.852 | 59.6228 | 15.852 | 15.852 | 59.6228 | 15.852 |
Trades During Streak | 5 | 9 | 2 | 5 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432442 | -134807 | -61327 | -209092 | -206024 | -390445 |
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{ "first_band": { "type": "bbu", "factors": { "length": 172, "offset": 0, "std": 3.30368 } }, "second_band": { "type": "sinwma", "factors": { "length": 196, "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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