Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140446.0326 | 62021.8634 | 78424.1693 | 233706.8821 | 162557.6888 | 71149.1933 |
Total P&L (%) | 140.446 | 62.0219 | 78.4242 | 233.7069 | 162.5577 | 71.1492 |
Avg Daily Profit (%) | 0.5393 | 0.2382 | 0.3011 | 0.4638 | 0.3714 | 0.2066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28029 | -11478 | -28445 | -81178 | -21298 | -111761 |
Profit Factor | 1.9001 | 2.0357 | 1.8157 | 1.5512 | 2.2892 | 1.2388 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 65.1163 | 62.7907 | 67.4419 | 65.1163 | 62.7907 | 67.4419 |
Ratio Avg Win / Avg Loss | 1.0179 | 1.2063 | 0.8765 | 0.831 | 1.3566 | 0.598 |
Largest Winning Trade | 18744 | 12681 | 18744 | 39021 | 39021 | 31169 |
Largest Losing Trade | -19115 | -11242 | -19115 | -53883 | -21298 | -53883 |
Avg Bars in Trades | 285 | 287 | 282 | 285 | 287 | 282 |
Avg Bars in Winners | 236 | 242 | 230 | 236 | 242 | 230 |
Avg Bars in Losers | 376 | 364 | 390 | 376 | 364 | 390 |
Bars Traded | 24514 | 12377 | 12136 | 24514 | 12377 | 12136 |
Profit Streak | 3.9882 | 18.1966 | 0 | 3.9882 | 18.1966 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498892 | 430609 | 362470 | 384074 | 508357 | 238922 |
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.7518 } }, "second_band": { "type": "sinwma", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.7518 } }, "second_band": { "type": "sinwma", "factors": { "length": 154, "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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