Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788522.0179 | 850471.3383 | -61949.3204 | 7708.4794 | 342784.01 | -335075.5306 |
Total P&L (%) | 788.522 | 850.4713 | -61.9493 | 7.7085 | 342.784 | -335.0755 |
Avg Daily Profit (%) | 0.43 | 0.4638 | -0.0338 | 0.0041 | 0.0812 | 0 |
Buy And Hold Return (%) | 159.94 | 159.94 | 159.94 | 159.94 | 159.94 | 159.94 |
Max Trade Drawdown | -201161 | -159622 | -101498 | -1037857 | -726989 | -365658 |
Profit Factor | 1.8331 | 2.5251 | 0.8407 | 1.003 | 1.2308 | 0.6976 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Profitability (%) | 40.5556 | 41.1111 | 40 | 40.5556 | 41.1111 | 40 |
Ratio Avg Win / Avg Loss | 2.6869 | 3.617 | 1.261 | 1.4701 | 1.763 | 1.0463 |
Largest Winning Trade | 756688 | 756688 | 21948 | 962472 | 962472 | 108849 |
Largest Losing Trade | -37193 | -37193 | -32652 | -302713 | -302713 | -246925 |
Avg Bars in Trades | 59 | 95 | 23 | 59 | 95 | 23 |
Avg Bars in Winners | 85 | 148 | 21 | 85 | 148 | 21 |
Avg Bars in Losers | 41 | 57 | 25 | 41 | 57 | 25 |
Bars Traded | 10683 | 8557 | 2126 | 10683 | 8557 | 2126 |
Profit Streak | 0 | 142.89 | 0 | 0 | 142.89 | 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 | 336826 | 402314 | -583036 | -573172 | -92541 | -583036 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 4.44537 } } }
# | 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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