Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429138.7399 | 363682.3598 | 65456.3801 | 316604.8164 | 5763.9673 | 310840.8491 |
Total P&L (%) | 429.1387 | 363.6824 | 65.4564 | 316.6048 | 5.764 | 310.8408 |
Avg Daily Profit (%) | 0.225 | 0.1907 | 0.0343 | 0.0749 | 0.0029 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116398 | -81479 | -69740 | -674295 | -615507 | -315064 |
Profit Factor | 1.9613 | 2.8444 | 1.2626 | 1.1234 | 1.0045 | 1.2422 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 45.7627 | 44.8276 | 46.6667 | 45.7627 | 44.8276 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3245 | 3.5008 | 1.443 | 1.3315 | 1.2363 | 1.4196 |
Largest Winning Trade | 217093 | 217093 | 58753 | 309529 | 309529 | 276538 |
Largest Losing Trade | -35051 | -26861 | -35051 | -278631 | -192085 | -278631 |
Avg Bars in Trades | 62 | 56 | 68 | 62 | 56 | 68 |
Avg Bars in Winners | 88 | 69 | 105 | 88 | 69 | 105 |
Avg Bars in Losers | 41 | 46 | 35 | 41 | 46 | 35 |
Bars Traded | 3698 | 1642 | 2056 | 3698 | 1642 | 2056 |
Profit Streak | 50.3826 | 0 | 70.8826 | 50.3826 | 0 | 70.8826 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169022 | 392576 | -148274 | -358355 | -572313 | -95028 |
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{ "first_band": { "type": "t3", "factors": { "length": 21, "offset": 0, "a": 0.17 } }, "second_band": { "type": "sinwma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 21, "offset": 0, "a": 0.17 } }, "second_band": { "type": "sinwma", "factors": { "length": 38, "offset": 0 } } }
# | 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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