Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114465.9054 | -53196.775 | 167662.6805 | 55109.66 | -78664.4741 | 133774.1341 |
Total P&L (%) | 114.4659 | -53.1968 | 167.6627 | 55.1097 | -78.6645 | 133.7741 |
Avg Daily Profit (%) | 0.1111 | -0.0516 | 0.1627 | 0.0426 | -0.1498 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107684 | -116674 | -19735 | -106351 | -142288 | -16637 |
Profit Factor | 1.5059 | 0.716 | 5.2999 | 1.2272 | 0.6128 | 4.3942 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 75 | 68.4211 | 81.5789 | 75 | 68.4211 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.502 | 0.3304 | 1.1967 | 0.4091 | 0.2828 | 0.9922 |
Largest Winning Trade | 19460 | 12789 | 19460 | 16319 | 10346 | 16319 |
Largest Losing Trade | -62423 | -62423 | -18995 | -81995 | -81995 | -16114 |
Avg Bars in Trades | 36 | 47 | 26 | 36 | 47 | 26 |
Avg Bars in Winners | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Losers | 88 | 106 | 57 | 88 | 106 | 57 |
Bars Traded | 2805 | 1809 | 995 | 2805 | 1809 | 995 |
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 | -95262 | -578377 | 667420 | -189268 | -578377 | -73962 |
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{ "first_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.1977 } }, "second_band": { "type": "sinwma", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.1977 } }, "second_band": { "type": "sinwma", "factors": { "length": 213, "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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