Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215544.3329 | 203443.7367 | 12100.5962 | -44356.7786 | 926168.1733 | -970524.952 |
Total P&L (%) | 215.5443 | 203.4437 | 12.1006 | -44.3568 | 926.1682 | -970.525 |
Avg Daily Profit (%) | 0.1518 | 0.1433 | 0.0085 | -0.0413 | 0.1641 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167546 | -53863 | -138229 | -1094548 | -386238 | -1409152 |
Profit Factor | 1.5266 | 2.6671 | 1.0421 | 0.9853 | 2.4666 | 0.5919 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 67.2131 | 66.6667 | 67.7419 | 67.2131 | 66.6667 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.7447 | 1.3336 | 0.4962 | 0.4806 | 1.2333 | 0.2819 |
Largest Winning Trade | 53712 | 36496 | 53712 | 187350 | 187350 | 172345 |
Largest Losing Trade | -85854 | -44132 | -85854 | -882287 | -335025 | -882287 |
Avg Bars in Trades | 83 | 94 | 73 | 83 | 94 | 73 |
Avg Bars in Winners | 61 | 74 | 49 | 61 | 74 | 49 |
Avg Bars in Losers | 129 | 136 | 122 | 129 | 136 | 122 |
Bars Traded | 5117 | 2848 | 2269 | 5117 | 2848 | 2269 |
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 | -156757 | 155159 | -455472 | -744546 | 483610 | -578518 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 3.7605 } } }
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# | 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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