Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667083.8397 | 572667.0183 | 94416.8214 | 453410.8175 | 28795.2368 | 424615.5807 |
Total P&L (%) | 667.0838 | 572.667 | 94.4168 | 453.4108 | 28.7952 | 424.6156 |
Avg Daily Profit (%) | 0.4174 | 0.3583 | 0.0591 | 0.1071 | 0.0158 | 0.1038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137155 | -122147 | -79055 | -1980723 | -1606340 | -587525 |
Profit Factor | 2.1711 | 2.9236 | 1.3472 | 1.1308 | 1.0136 | 1.3134 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 44.0678 | 43.3333 | 44.8276 | 44.0678 | 43.3333 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.7556 | 3.8232 | 1.6581 | 1.4353 | 1.3255 | 1.6165 |
Largest Winning Trade | 289523 | 289523 | 56559 | 696775 | 696775 | 551922 |
Largest Losing Trade | -40272 | -35504 | -40272 | -842138 | -842138 | -487938 |
Avg Bars in Trades | 311 | 294 | 329 | 311 | 294 | 329 |
Avg Bars in Winners | 465 | 432 | 499 | 465 | 432 | 499 |
Avg Bars in Losers | 190 | 189 | 191 | 190 | 189 | 191 |
Bars Traded | 18402 | 8843 | 9559 | 18402 | 8843 | 9559 |
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 | -167780 | 444007 | -114618 | -308389 | -383070 | -55241 |
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{ "first_band": { "type": "t3", "factors": { "length": 243, "offset": 0, "a": 0.63827 } }, "second_band": { "type": "sinwma", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 243, "offset": 0, "a": 0.63827 } }, "second_band": { "type": "sinwma", "factors": { "length": 199, "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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