Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86974.3399 | 34054.5949 | 52919.745 | 65281.5838 | 27810.8821 | 37470.7017 |
Total P&L (%) | 86.9743 | 34.0546 | 52.9197 | 65.2816 | 27.8109 | 37.4707 |
Avg Daily Profit (%) | 0.334 | 0.1308 | 0.2032 | 0.1931 | 0.0943 | 0.1223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53924 | -29237 | -57768 | -129346 | -67082 | -138503 |
Profit Factor | 1.278 | 1.1934 | 1.387 | 1.1009 | 1.0806 | 1.124 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 62.6667 | 61.3333 | 64 | 62.6667 | 61.3333 | 64 |
Ratio Avg Win / Avg Loss | 0.7614 | 0.7524 | 0.7802 | 0.6558 | 0.6812 | 0.6323 |
Largest Winning Trade | 15820 | 14843 | 15820 | 27267 | 27267 | 26821 |
Largest Losing Trade | -32216 | -19151 | -32216 | -89155 | -38642 | -89155 |
Avg Bars in Trades | 163 | 166 | 159 | 163 | 166 | 159 |
Avg Bars in Winners | 101 | 97 | 104 | 101 | 97 | 104 |
Avg Bars in Losers | 267 | 276 | 256 | 267 | 276 | 256 |
Bars Traded | 24468 | 12511 | 11957 | 24468 | 12511 | 11957 |
Profit Streak | 4.0624 | 4.0624 | 6.7395 | 4.0624 | 4.0624 | 6.7395 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317506 | -87439 | -49228 | -102221 | -260723 | -172682 |
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{ "first_band": { "type": "bbm", "factors": { "length": 225, "offset": 164, "std": 4.02357 } }, "second_band": { "type": "sinwma", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 225, "offset": 164, "std": 4.02357 } }, "second_band": { "type": "sinwma", "factors": { "length": 196, "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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