Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389454.0997 | 389251.3592 | 202.7405 | 2647.0091 | 1032925.6559 | -1030278.6468 |
Total P&L (%) | 389.4541 | 389.2514 | 0.2027 | 2.647 | 1032.9257 | -1030.2786 |
Avg Daily Profit (%) | 0.197 | 0.1969 | 0.0001 | 0.0013 | 0.1229 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247812 | -171722 | -133816 | -1558572 | -961031 | -1477402 |
Profit Factor | 1.5471 | 2.1863 | 1.0005 | 1.0006 | 1.5617 | 0.5929 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 40.7407 | 41.4634 | 40 | 40.7407 | 41.4634 | 40 |
Ratio Avg Win / Avg Loss | 2.2503 | 3.0866 | 1.5008 | 1.4554 | 2.2048 | 0.8893 |
Largest Winning Trade | 171494 | 171494 | 59348 | 946312 | 946312 | 393605 |
Largest Losing Trade | -52736 | -52736 | -52736 | -829838 | -596157 | -829838 |
Avg Bars in Trades | 95 | 87 | 102 | 95 | 87 | 102 |
Avg Bars in Winners | 159 | 134 | 185 | 159 | 134 | 185 |
Avg Bars in Losers | 51 | 54 | 47 | 51 | 54 | 47 |
Bars Traded | 7711 | 3600 | 4111 | 7711 | 3600 | 4111 |
Profit Streak | 0 | 0 | 672.6013 | 0 | 0 | 672.6013 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9577 | 304936 | -580185 | -596560 | -29049 | -583681 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 57, "offset": 0, "std": 4.27777 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 57, "offset": 0, "std": 4.27777 } } }
# | 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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