Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1900495.5901 | 1921198.4916 | -20702.9015 | 293220.0116 | 2140722.1753 | -1847502.1637 |
Total P&L (%) | 1900.4956 | 1921.1985 | -20.7029 | 293.22 | 2140.7222 | -1847.5022 |
Avg Daily Profit (%) | 1.0178 | 1.0289 | -0.0111 | 0.0734 | 0.1667 | 0 |
Buy And Hold Return (%) | 486.1125 | 486.1125 | 486.1125 | 486.1125 | 486.1125 | 486.1125 |
Max Trade Drawdown | -220539 | -195686 | -90174 | -4860371 | -3313106 | -2214255 |
Profit Factor | 2.995 | 4.5142 | 0.949 | 1.0306 | 1.4003 | 0.5623 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 39.7163 | 31.4286 | 47.8873 | 39.7163 | 31.4286 | 47.8873 |
Ratio Avg Win / Avg Loss | 4.5459 | 9.8491 | 1.0327 | 1.5644 | 3.0552 | 0.612 |
Largest Winning Trade | 1391349 | 1391349 | 45992 | 4244976 | 4244976 | 413303 |
Largest Losing Trade | -43665 | -41146 | -43665 | -1325181 | -1086369 | -1325181 |
Avg Bars in Trades | 77 | 110 | 45 | 77 | 110 | 45 |
Avg Bars in Winners | 101 | 176 | 52 | 101 | 176 | 52 |
Avg Bars in Losers | 61 | 79 | 38 | 61 | 79 | 38 |
Bars Traded | 10932 | 7710 | 3222 | 10932 | 7710 | 3222 |
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 | 473286 | -83141 | -666891 | -450109 | -93982 | -668557 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 1.97016 } } }
# | 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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