Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691663.968 | 671878.0353 | 19785.9326 | 679983.7535 | 1204336.6597 | -524352.9062 |
Total P&L (%) | 691.664 | 671.878 | 19.7859 | 679.9838 | 1204.3367 | -524.3529 |
Avg Daily Profit (%) | 0.3819 | 0.371 | 0.0109 | 0.1135 | 0.1419 | 0 |
Buy And Hold Return (%) | 196.7671 | 196.7671 | 196.7671 | 196.7671 | 196.7671 | 196.7671 |
Max Trade Drawdown | -125841 | -56050 | -94830 | -1118874 | -750986 | -851861 |
Profit Factor | 2.3188 | 3.7682 | 1.0702 | 1.2042 | 1.799 | 0.7124 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 40 | 40.5405 | 39.4737 | 40 | 40.5405 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.4782 | 5.5268 | 1.641 | 1.8063 | 2.6386 | 1.0923 |
Largest Winning Trade | 336841 | 336841 | 75187 | 864182 | 864182 | 401588 |
Largest Losing Trade | -36246 | -36246 | -32508 | -355988 | -218135 | -355988 |
Avg Bars in Trades | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Winners | 126 | 115 | 138 | 126 | 115 | 138 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 5204 | 2352 | 2852 | 5204 | 2352 | 2852 |
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 | -53811 | 359105 | -490265 | -108335 | -4015 | -583191 |
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{ "first_band": { "type": "bbm", "factors": { "length": 171, "offset": 0, "std": 3.01487 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 171, "offset": 0, "std": 3.01487 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "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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