Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66885.2895 | 67514.0425 | -628.753 | 24752.6822 | 32378.7692 | -7626.0871 |
Total P&L (%) | 66.8853 | 67.514 | -0.6288 | 24.7527 | 32.3788 | -7.6261 |
Avg Daily Profit (%) | 1.2843 | 1.2964 | -0.0121 | 0.4256 | 0.54 | -0.1522 |
Buy And Hold Return (%) | 24.1067 | 24.1067 | 24.1067 | 24.1067 | 24.1067 | 24.1067 |
Max Trade Drawdown | -77978 | -52248 | -26386 | -131226 | -91431 | -45966 |
Profit Factor | 1.4299 | 1.607 | 0.9858 | 1.1062 | 1.1981 | 0.8906 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 43.299 | 31.25 | 55.102 | 43.299 | 31.25 | 55.102 |
Ratio Avg Win / Avg Loss | 1.8724 | 3.5355 | 0.8033 | 1.4485 | 2.6359 | 0.7257 |
Largest Winning Trade | 108496 | 108496 | 7157 | 114603 | 114603 | 14208 |
Largest Losing Trade | -9164 | -8407 | -9164 | -14338 | -14338 | -14002 |
Avg Bars in Trades | 237 | 418 | 59 | 237 | 418 | 59 |
Avg Bars in Winners | 254 | 600 | 62 | 254 | 600 | 62 |
Avg Bars in Losers | 223 | 335 | 55 | 223 | 335 | 55 |
Bars Traded | 22996 | 20076 | 2920 | 22996 | 20076 | 2920 |
Profit Streak | 4.657 | 4.657 | 11.1508 | 4.657 | 4.657 | 11.1508 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314359 | 146454 | -580428 | -254756 | -58844 | -580428 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 158 } }, "second_band": { "type": "bbu", "factors": { "length": 105, "offset": 0, "std": 4.49385 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 158 } }, "second_band": { "type": "bbu", "factors": { "length": 105, "offset": 0, "std": 4.49385 } } }
# | 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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