Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144912.4867 | 1133084.9819 | 11827.5048 | 911205.2753 | 1855483.6278 | -944278.3525 |
Total P&L (%) | 1144.9125 | 1133.085 | 11.8275 | 911.2053 | 1855.4836 | -944.2784 |
Avg Daily Profit (%) | 0.6318 | 0.6252 | 0.0065 | 0.1278 | 0.1642 | 0 |
Buy And Hold Return (%) | 487.9084 | 487.9084 | 487.9084 | 487.9084 | 487.9084 | 487.9084 |
Max Trade Drawdown | -108665 | -69525 | -116974 | -1566421 | -746492 | -957912 |
Profit Factor | 2.7127 | 5.0584 | 1.0304 | 1.1497 | 1.8489 | 0.7579 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 38.0435 | 34.7826 | 41.3043 | 38.0435 | 34.7826 | 41.3043 |
Ratio Avg Win / Avg Loss | 4.4178 | 9.4845 | 1.4642 | 1.8724 | 3.4668 | 1.0771 |
Largest Winning Trade | 663485 | 663485 | 74776 | 1119291 | 1119291 | 712171 |
Largest Losing Trade | -67113 | -24129 | -67113 | -680394 | -230929 | -680394 |
Avg Bars in Trades | 233 | 219 | 246 | 233 | 219 | 246 |
Avg Bars in Winners | 389 | 349 | 424 | 389 | 349 | 424 |
Avg Bars in Losers | 136 | 150 | 121 | 136 | 150 | 121 |
Bars Traded | 21443 | 10098 | 11345 | 21443 | 10098 | 11345 |
Profit Streak | 0 | 10.2263 | 0 | 0 | 10.2263 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285149 | 345019 | -540298 | -88962 | 131648 | -582419 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 178, "offset": 0, "std": 3.97468 } } }
# | 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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