Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234179.0225 | 226554.5677 | 7624.4548 | -55472.825 | 177090.6036 | -232563.4286 |
Total P&L (%) | 234.179 | 226.5546 | 7.6245 | -55.4728 | 177.0906 | -232.5634 |
Avg Daily Profit (%) | 0.189 | 0.1828 | 0.0062 | -0.0653 | 0.0823 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164092 | -83801 | -163271 | -250385 | -48771 | -296377 |
Profit Factor | 1.2481 | 1.5836 | 1.0137 | 0.9204 | 1.882 | 0.5311 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 54.6875 | 48.9583 | 60.4167 | 54.6875 | 48.9583 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.0341 | 1.651 | 0.6642 | 0.7626 | 1.9621 | 0.348 |
Largest Winning Trade | 74594 | 74594 | 47123 | 101483 | 101483 | 34807 |
Largest Losing Trade | -76582 | -40378 | -76582 | -155787 | -34943 | -155787 |
Avg Bars in Trades | 76 | 83 | 70 | 76 | 83 | 70 |
Avg Bars in Winners | 72 | 80 | 65 | 72 | 80 | 65 |
Avg Bars in Losers | 82 | 86 | 77 | 82 | 86 | 77 |
Bars Traded | 14737 | 8014 | 6723 | 14737 | 8014 | 6723 |
Profit Streak | 7.7482 | 0 | 10.6649 | 7.7482 | 0 | 10.6649 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344995 | 349178 | -555783 | -578488 | -80230 | -579077 |
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{ "first_band": { "type": "t3", "factors": { "length": 42, "offset": 0, "a": 0.81869 } }, "second_band": { "type": "sinwma", "factors": { "length": 46, "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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