Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598865 | 557116.9396 | 41748.0604 | 32485.9529 | 170293.3839 | -137807.431 |
Total P&L (%) | 598.865 | 557.1169 | 41.7481 | 32.486 | 170.2934 | -137.8074 |
Avg Daily Profit (%) | 0.3753 | 0.3491 | 0.0262 | 0.0176 | 0.0623 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152519 | -140219 | -64738 | -816265 | -708605 | -248728 |
Profit Factor | 1.6603 | 1.9678 | 1.126 | 1.0123 | 1.1018 | 0.859 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 45.8824 | 40 | 51.7647 | 45.8824 | 40 | 51.7647 |
Ratio Avg Win / Avg Loss | 1.9583 | 2.9517 | 1.0493 | 1.1939 | 1.6526 | 0.8004 |
Largest Winning Trade | 374470 | 374470 | 38099 | 612179 | 612179 | 86750 |
Largest Losing Trade | -42362 | -42362 | -27089 | -188242 | -188242 | -110142 |
Avg Bars in Trades | 27 | 42 | 12 | 27 | 42 | 12 |
Avg Bars in Winners | 34 | 61 | 13 | 34 | 61 | 13 |
Avg Bars in Losers | 21 | 29 | 11 | 21 | 29 | 11 |
Bars Traded | 4659 | 3586 | 1073 | 4659 | 3586 | 1073 |
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 | 440920 | 318056 | -241699 | -379667 | -221392 | -580598 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 3.29962 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 3.29962 } } }
# | 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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