Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454033.2859 | 436851.6137 | 17181.6722 | 71823.154 | -4454.6804 | 76277.8344 |
Total P&L (%) | 454.0333 | 436.8516 | 17.1817 | 71.8232 | -4.4547 | 76.2778 |
Avg Daily Profit (%) | 0.1811 | 0.1743 | 0.0069 | 0.0216 | -0.0018 | 0.0226 |
Buy And Hold Return (%) | 10.7242 | 10.7242 | 10.7242 | 10.7242 | 10.7242 | 10.7242 |
Max Trade Drawdown | -170066 | -145357 | -69410 | -373328 | -335375 | -98090 |
Profit Factor | 1.7086 | 2.1592 | 1.0651 | 1.0686 | 0.993 | 1.1845 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 43.2 | 43.5484 | 42.8571 | 43.2 | 43.5484 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.2465 | 2.7989 | 1.4202 | 1.405 | 1.2872 | 1.5793 |
Largest Winning Trade | 402078 | 402078 | 55690 | 168642 | 168642 | 117275 |
Largest Losing Trade | -47734 | -47734 | -24179 | -82029 | -82029 | -79897 |
Avg Bars in Trades | 58 | 99 | 18 | 58 | 99 | 18 |
Avg Bars in Winners | 84 | 150 | 19 | 84 | 150 | 19 |
Avg Bars in Losers | 38 | 60 | 17 | 38 | 60 | 17 |
Bars Traded | 7336 | 6183 | 1153 | 7336 | 6183 | 1153 |
Profit Streak | 11.4922 | 0 | 122.4922 | 11.4922 | 0 | 122.4922 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324599 | -145458 | -491005 | -311011 | -736078 | -328066 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 4.84929 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 4.84929 } } }
# | 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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