Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87406.5648 | 7309.8733 | 80096.6915 | 109067.3089 | 4190.743 | 104876.5658 |
Total P&L (%) | 87.4066 | 7.3099 | 80.0967 | 109.0673 | 4.1907 | 104.8766 |
Avg Daily Profit (%) | 0.3356 | 0.0281 | 0.3076 | 0.2836 | 0.0158 | 0.2758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48548 | -16423 | -34653 | -116619 | -38183 | -83529 |
Profit Factor | 1.4531 | 1.0935 | 1.698 | 1.2747 | 1.0277 | 1.4267 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 62.2754 | 64.2857 | 60.241 | 62.2754 | 64.2857 | 60.241 |
Ratio Avg Win / Avg Loss | 0.8803 | 0.6075 | 1.1207 | 0.7722 | 0.571 | 0.9416 |
Largest Winning Trade | 12829 | 8969 | 12829 | 30279 | 12773 | 30279 |
Largest Losing Trade | -17648 | -8470 | -17648 | -43318 | -11908 | -43318 |
Avg Bars in Trades | 147 | 36 | 259 | 147 | 36 | 259 |
Avg Bars in Winners | 115 | 32 | 205 | 115 | 32 | 205 |
Avg Bars in Losers | 200 | 45 | 342 | 200 | 45 | 342 |
Bars Traded | 24657 | 3091 | 21566 | 24657 | 3091 | 21566 |
Profit Streak | 5.4295 | 10.1587 | 5.4295 | 5.4295 | 10.1587 | 5.4295 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388912 | -438510 | 404371 | 333652 | -527322 | 289653 |
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{ "first_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 3.60975 } }, "second_band": { "type": "sinwma", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 3.60975 } }, "second_band": { "type": "sinwma", "factors": { "length": 235, "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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