Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1109830.0741 | 1073357.8429 | 36472.2312 | 687418.4599 | -288270.1822 | 975688.6422 |
Total P&L (%) | 1109.8301 | 1073.3578 | 36.4722 | 687.4185 | -288.2702 | 975.6886 |
Avg Daily Profit (%) | 0.5903 | 0.5709 | 0.0194 | 0.1098 | 0 | 0.1264 |
Buy And Hold Return (%) | 295.4918 | 295.4918 | 295.4918 | 295.4918 | 295.4918 | 295.4918 |
Max Trade Drawdown | -141316 | -88868 | -85982 | -2295046 | -1791961 | -1073433 |
Profit Factor | 3.2037 | 5.311 | 1.1432 | 1.1069 | 0.925 | 1.3774 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 40.678 | 30 | 51.7241 | 40.678 | 30 | 51.7241 |
Ratio Avg Win / Avg Loss | 4.6721 | 12.3924 | 1.067 | 1.6142 | 2.1584 | 1.2856 |
Largest Winning Trade | 760483 | 760483 | 57821 | 1226863 | 1226863 | 667587 |
Largest Losing Trade | -55200 | -25920 | -55200 | -636162 | -628099 | -636162 |
Avg Bars in Trades | 184 | 163 | 205 | 184 | 163 | 205 |
Avg Bars in Winners | 321 | 336 | 312 | 321 | 336 | 312 |
Avg Bars in Losers | 90 | 89 | 91 | 90 | 89 | 91 |
Bars Traded | 10867 | 4897 | 5970 | 10867 | 4897 | 5970 |
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 | -168344 | 318849 | -395518 | -335905 | -585825 | -25921 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 106, "offset": 0, "std": 1.96136 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 106, "offset": 0, "std": 1.96136 } } }
# | 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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