Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305161.3262 | 234348.8495 | 70812.4767 | 50435.1126 | 321519.8837 | -271084.7711 |
Total P&L (%) | 305.1613 | 234.3489 | 70.8125 | 50.4351 | 321.5199 | -271.0848 |
Avg Daily Profit (%) | 0.2157 | 0.1657 | 0.0501 | 0.0289 | 0.1018 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135726 | -64349 | -135239 | -510774 | -156807 | -573175 |
Profit Factor | 1.3671 | 1.6171 | 1.1568 | 1.0214 | 1.343 | 0.809 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 51.25 | 46.25 | 56.25 | 51.25 | 46.25 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3004 | 1.8794 | 0.8998 | 0.9716 | 1.5608 | 0.6292 |
Largest Winning Trade | 121167 | 121167 | 52126 | 146047 | 146047 | 119321 |
Largest Losing Trade | -51961 | -41572 | -51961 | -267365 | -143539 | -267365 |
Avg Bars in Trades | 51 | 53 | 50 | 51 | 53 | 50 |
Avg Bars in Winners | 60 | 64 | 57 | 60 | 64 | 57 |
Avg Bars in Losers | 42 | 44 | 41 | 42 | 44 | 41 |
Bars Traded | 8304 | 4288 | 4016 | 8304 | 4288 | 4016 |
Profit Streak | 26.6881 | 26.6881 | 33.8548 | 26.6881 | 26.6881 | 33.8548 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369568 | -9986 | -193832 | -352246 | -76040 | -598884 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 0, "std": 4.60413 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 0, "std": 4.60413 } } }
# | 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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