Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719461.077 | 694400.015 | 25061.062 | 65399.1604 | 22438.8716 | 42960.2889 |
Total P&L (%) | 719.4611 | 694.4 | 25.0611 | 65.3992 | 22.4389 | 42.9603 |
Avg Daily Profit (%) | 0.3717 | 0.3587 | 0.0129 | 0.026 | 0.0105 | 0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240260 | -134780 | -138316 | -151712 | -157326 | -92464 |
Profit Factor | 1.8491 | 2.454 | 1.0678 | 1.0757 | 1.0459 | 1.1148 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 47.5248 | 37.2549 | 58 | 47.5248 | 37.2549 | 58 |
Ratio Avg Win / Avg Loss | 2.0417 | 4.133 | 0.7732 | 1.1878 | 1.7615 | 0.8073 |
Largest Winning Trade | 495345 | 495345 | 49252 | 120722 | 120722 | 48150 |
Largest Losing Trade | -51643 | -45184 | -51643 | -63289 | -54004 | -63289 |
Avg Bars in Trades | 224 | 257 | 191 | 224 | 257 | 191 |
Avg Bars in Winners | 292 | 357 | 249 | 292 | 357 | 249 |
Avg Bars in Losers | 164 | 197 | 112 | 164 | 197 | 112 |
Bars Traded | 22718 | 13123 | 9595 | 22718 | 13123 | 9595 |
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 | 443524 | -170941 | -505755 | -296347 | -538091 | -445083 |
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{ "first_band": { "type": "t3", "factors": { "length": 180, "offset": 0, "a": 0.79039 } }, "second_band": { "type": "sinwma", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 180, "offset": 0, "a": 0.79039 } }, "second_band": { "type": "sinwma", "factors": { "length": 129, "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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