Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799664.4576 | 718860.501 | 80803.9566 | 69405.7736 | -248300.9063 | 317706.6799 |
Total P&L (%) | 799.6645 | 718.8605 | 80.804 | 69.4058 | -248.3009 | 317.7067 |
Avg Daily Profit (%) | 0.5017 | 0.451 | 0.0507 | 0.0331 | 0 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159576 | -157824 | -50776 | -1131031 | -826739 | -374700 |
Profit Factor | 1.633 | 1.8061 | 1.2175 | 1.0157 | 0.9223 | 1.2619 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 137 | 62 | 75 | 137 | 62 | 75 |
Losing Trades | 189 | 101 | 88 | 189 | 101 | 88 |
Profitability (%) | 42.0245 | 38.0368 | 46.0123 | 42.0245 | 38.0368 | 46.0123 |
Ratio Avg Win / Avg Loss | 2.2528 | 2.9422 | 1.4285 | 1.4013 | 1.5024 | 1.4807 |
Largest Winning Trade | 581451 | 581451 | 25917 | 427708 | 427708 | 177943 |
Largest Losing Trade | -32210 | -32210 | -21746 | -337805 | -337805 | -142914 |
Avg Bars in Trades | 58 | 103 | 13 | 58 | 103 | 13 |
Avg Bars in Winners | 73 | 143 | 14 | 73 | 143 | 14 |
Avg Bars in Losers | 47 | 78 | 12 | 47 | 78 | 12 |
Bars Traded | 19041 | 16888 | 2153 | 19041 | 16888 | 2153 |
Profit Streak | 0 | 0 | 7.6218 | 0 | 0 | 7.6218 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443205 | 333177 | -125932 | -353351 | -582354 | -73615 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 2.87961 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 2.87961 } } }
# | 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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