Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100340.7974 | 59628.5242 | 40712.2733 | 105496.3058 | 114082.1627 | -8585.857 |
Total P&L (%) | 100.3408 | 59.6285 | 40.7123 | 105.4963 | 114.0822 | -8.5859 |
Avg Daily Profit (%) | 0.3853 | 0.229 | 0.1563 | 0.277 | 0.2927 | -0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52896 | -42706 | -44334 | -164247 | -84365 | -127277 |
Profit Factor | 1.2628 | 1.2769 | 1.2446 | 1.128 | 1.2682 | 0.9785 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 68.254 | 67.7215 | 68.7898 | 68.254 | 67.7215 | 68.7898 |
Ratio Avg Win / Avg Loss | 0.5874 | 0.6086 | 0.5647 | 0.5247 | 0.6045 | 0.4439 |
Largest Winning Trade | 13284 | 13284 | 11943 | 23449 | 21887 | 23449 |
Largest Losing Trade | -19834 | -15885 | -19834 | -54871 | -41884 | -54871 |
Avg Bars in Trades | 78 | 98 | 58 | 78 | 98 | 58 |
Avg Bars in Winners | 46 | 57 | 34 | 46 | 57 | 34 |
Avg Bars in Losers | 147 | 184 | 110 | 147 | 184 | 110 |
Bars Traded | 24724 | 15575 | 9149 | 24724 | 15575 | 9149 |
Profit Streak | 2.115 | 5.6254 | 0 | 2.115 | 5.6254 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289548 | 280871 | 161098 | -72469 | 323473 | -579470 |
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{ "first_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 1.50537 } }, "second_band": { "type": "sinwma", "factors": { "length": 183, "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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