Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6340631.3803 | 6424015.7551 | -83384.3748 | 20197.8077 | 840129.8797 | -819932.072 |
Total P&L (%) | 6340.6314 | 6424.0158 | -83.3844 | 20.1978 | 840.1299 | -819.9321 |
Avg Daily Profit (%) | 2.6765 | 2.7117 | -0.0352 | 0.0078 | 0.0946 | 0 |
Buy And Hold Return (%) | 478.304 | 478.304 | 478.304 | 478.304 | 478.304 | 478.304 |
Max Trade Drawdown | -285844 | -184833 | -208946 | -1408576 | -591854 | -902994 |
Profit Factor | 10.0819 | 18.4367 | 0.7471 | 1.0107 | 2.0222 | 0.2362 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 37.5 | 48.4848 | 43.0769 | 37.5 | 48.4848 |
Ratio Avg Win / Avg Loss | 13.3225 | 30.7279 | 0.7938 | 1.3355 | 3.3703 | 0.251 |
Largest Winning Trade | 6526532 | 6526532 | 38311 | 1426640 | 1426640 | 47583 |
Largest Losing Trade | -52176 | -37910 | -52176 | -577115 | -258361 | -577115 |
Avg Bars in Trades | 65 | 98 | 34 | 65 | 98 | 34 |
Avg Bars in Winners | 91 | 156 | 43 | 91 | 156 | 43 |
Avg Bars in Losers | 45 | 63 | 25 | 45 | 63 | 25 |
Bars Traded | 4262 | 3137 | 1125 | 4262 | 3137 | 1125 |
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 | -115646 | 664568 | -581392 | -696004 | -75772 | -581392 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 3.29163 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 3.29163 } } }
# | 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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