Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1923689.4204 | 1722350.3208 | 201339.0997 | 67942746.749 | 23993055.0265 | 43949691.7225 |
Total P&L (%) | 1923.6894 | 1722.3503 | 201.3391 | 67942.7467 | 23993.055 | 43949.6917 |
Avg Daily Profit (%) | 0.8155 | 0.7302 | 0.0854 | 0.2769 | 0.2328 | 0.2584 |
Buy And Hold Return (%) | 564.2587 | 564.2587 | 564.2587 | 564.2587 | 564.2587 | 564.2587 |
Max Trade Drawdown | -79790 | -78724 | -34565 | -13303705 | -15707119 | -6148730 |
Profit Factor | 7.3167 | 10.1698 | 2.7251 | 2.2443 | 1.6195 | 3.7688 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 51.6129 | 48.3871 | 54.8387 | 51.6129 | 48.3871 | 54.8387 |
Ratio Avg Win / Avg Loss | 6.8594 | 10.8478 | 2.2442 | 2.1041 | 1.7275 | 3.1037 |
Largest Winning Trade | 1244440 | 1244440 | 63778 | 25731002 | 18304215 | 25731002 |
Largest Losing Trade | -25875 | -25631 | -25875 | -9197615 | -9197615 | -4295408 |
Avg Bars in Trades | 223 | 214 | 232 | 223 | 214 | 232 |
Avg Bars in Winners | 313 | 333 | 295 | 313 | 333 | 295 |
Avg Bars in Losers | 127 | 102 | 155 | 127 | 102 | 155 |
Bars Traded | 13840 | 6639 | 7201 | 13840 | 6639 | 7201 |
Profit Streak | 0 | 114.8252 | 0 | 0 | 114.8252 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139330 | 659653 | -238990 | -145323 | 420290 | 576593 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 151, "offset": 0, "std": 2.93479 } } }
# | 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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