Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1673935.8202 | 1693192.1 | -19256.2798 | 324960.9186 | 1004723.6495 | -679762.7309 |
Total P&L (%) | 1673.9358 | 1693.1921 | -19.2563 | 324.9609 | 1004.7236 | -679.7627 |
Avg Daily Profit (%) | 0.9224 | 0.933 | -0.0106 | 0.0798 | 0.1325 | 0 |
Buy And Hold Return (%) | 636.0939 | 636.0939 | 636.0939 | 636.0939 | 636.0939 | 636.0939 |
Max Trade Drawdown | -195370 | -168511 | -58022 | -4495594 | -3866806 | -991234 |
Profit Factor | 3.3047 | 3.9722 | 0.8771 | 1.0383 | 1.1456 | 0.571 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 41.4815 | 38.806 | 44.1176 | 41.4815 | 38.806 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.6619 | 6.2638 | 1.111 | 1.4647 | 1.8066 | 0.7232 |
Largest Winning Trade | 845951 | 845951 | 27029 | 4234825 | 4234825 | 250997 |
Largest Losing Trade | -54235 | -54235 | -13681 | -1349562 | -1349562 | -309508 |
Avg Bars in Trades | 154 | 293 | 17 | 154 | 293 | 17 |
Avg Bars in Winners | 219 | 452 | 16 | 219 | 452 | 16 |
Avg Bars in Losers | 108 | 192 | 17 | 108 | 192 | 17 |
Bars Traded | 20840 | 19657 | 1183 | 20840 | 19657 | 1183 |
Profit Streak | 0 | 87.0087 | 0 | 0 | 87.0087 | 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 | 475072 | -103842 | -690579 | -433590 | -205459 | -692245 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 45, "offset": 149, "std": 3.44944 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 45, "offset": 149, "std": 3.44944 } } }
# | 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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