Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113484.7296 | 82376.4089 | 31108.3208 | 102627.1855 | 104459.3251 | -1832.1396 |
Total P&L (%) | 113.4847 | 82.3764 | 31.1083 | 102.6272 | 104.4593 | -1.8321 |
Avg Daily Profit (%) | 0.4358 | 0.3163 | 0.1195 | 0.2715 | 0.275 | -0.0071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57973 | -29601 | -72206 | -145129 | -76003 | -171894 |
Profit Factor | 1.2476 | 1.4015 | 1.1229 | 1.1039 | 1.2353 | 0.9966 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 68.6391 | 68.6391 | 68.6391 | 68.6391 | 68.6391 | 68.6391 |
Ratio Avg Win / Avg Loss | 0.57 | 0.6403 | 0.5131 | 0.5044 | 0.5644 | 0.4554 |
Largest Winning Trade | 8851 | 8851 | 8078 | 15446 | 14978 | 15446 |
Largest Losing Trade | -41811 | -17992 | -41811 | -104983 | -34996 | -104983 |
Avg Bars in Trades | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Losers | 131 | 123 | 138 | 131 | 123 | 138 |
Bars Traded | 24690 | 11928 | 12761 | 24690 | 11928 | 12761 |
Profit Streak | 5.2172 | 5.2172 | 8.8214 | 5.2172 | 5.2172 | 8.8214 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421297 | 349757 | -120625 | -95746 | 300490 | -577876 |
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{ "first_band": { "type": "bbm", "factors": { "length": 71, "offset": 27, "std": 3.16866 } }, "second_band": { "type": "sinwma", "factors": { "length": 95, "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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