Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332423.2637 | 1256772.3994 | 75650.8642 | 540687.367 | -150962.7149 | 691650.0819 |
Total P&L (%) | 1332.4233 | 1256.7724 | 75.6509 | 540.6874 | -150.9627 | 691.6501 |
Avg Daily Profit (%) | 0.566 | 0.5339 | 0.0321 | 0.0789 | 0 | 0.0879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191985 | -51009 | -156614 | -814024 | -508563 | -305461 |
Profit Factor | 3.8772 | 7.1769 | 1.2914 | 1.3705 | 0.8153 | 2.0774 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 33.3333 | 31.0345 | 35.7143 | 33.3333 | 31.0345 | 35.7143 |
Ratio Avg Win / Avg Loss | 7.7544 | 15.9487 | 2.3245 | 2.741 | 1.8118 | 3.7393 |
Largest Winning Trade | 1270875 | 1270875 | 59939 | 545171 | 250086 | 545171 |
Largest Losing Trade | -45873 | -21683 | -45873 | -230690 | -230690 | -161041 |
Avg Bars in Trades | 114 | 91 | 137 | 114 | 91 | 137 |
Avg Bars in Winners | 230 | 175 | 279 | 230 | 175 | 279 |
Avg Bars in Losers | 56 | 53 | 59 | 56 | 53 | 59 |
Bars Traded | 6505 | 2647 | 3858 | 6505 | 2647 | 3858 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168121 | 431611 | -175425 | -271777 | -585430 | -97812 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 18, "offset": 0, "std": 4.92476 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 18, "offset": 0, "std": 4.92476 } } }
# | 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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