Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506656.3473 | 428467.7624 | 78188.5848 | 241815.1066 | 195787.49 | 46027.6166 |
Total P&L (%) | 506.6563 | 428.4678 | 78.1886 | 241.8151 | 195.7875 | 46.0276 |
Avg Daily Profit (%) | 0.2725 | 0.2305 | 0.0421 | 0.0661 | 0.0584 | 0.0204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162272 | -175633 | -74318 | -937602 | -782117 | -683952 |
Profit Factor | 1.9324 | 2.443 | 1.3173 | 1.0862 | 1.138 | 1.0332 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.9275 | 42.8571 | 47.0588 | 44.9275 | 42.8571 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.3688 | 3.2573 | 1.4819 | 1.3315 | 1.5173 | 1.1624 |
Largest Winning Trade | 259700 | 259700 | 69745 | 415006 | 415006 | 400905 |
Largest Losing Trade | -46274 | -44148 | -46274 | -467433 | -225060 | -467433 |
Avg Bars in Trades | 78 | 99 | 56 | 78 | 99 | 56 |
Avg Bars in Winners | 117 | 153 | 83 | 117 | 153 | 83 |
Avg Bars in Losers | 46 | 59 | 32 | 46 | 59 | 32 |
Bars Traded | 5416 | 3491 | 1925 | 5416 | 3491 | 1925 |
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 | -95922 | 350971 | -137699 | -338579 | -185442 | -352496 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 28, "offset": 0, "std": 1.43872 } } }
# | 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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