Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74094.9137 | 25247.9623 | 48846.9514 | 79684.3852 | 27351.917 | 52332.4682 |
Total P&L (%) | 74.0949 | 25.248 | 48.847 | 79.6844 | 27.3519 | 52.3325 |
Avg Daily Profit (%) | 0.2845 | 0.097 | 0.1876 | 0.2253 | 0.0929 | 0.1618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62906 | -40745 | -42749 | -89668 | -52785 | -59916 |
Profit Factor | 1.4116 | 1.3017 | 1.507 | 1.3302 | 1.2461 | 1.402 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 65.3061 | 63.2653 | 67.3469 | 65.3061 | 63.2653 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.7499 | 0.7559 | 0.7306 | 0.7067 | 0.7235 | 0.6798 |
Largest Winning Trade | 10518 | 10518 | 9583 | 13355 | 13077 | 13355 |
Largest Losing Trade | -14366 | -14366 | -14098 | -22301 | -20703 | -22301 |
Avg Bars in Trades | 246 | 254 | 239 | 246 | 254 | 239 |
Avg Bars in Winners | 194 | 193 | 195 | 194 | 193 | 195 |
Avg Bars in Losers | 344 | 357 | 330 | 344 | 357 | 330 |
Bars Traded | 24186 | 12446 | 11740 | 24186 | 12446 | 11740 |
Profit Streak | 10.1365 | 11.0323 | 10.1365 | 10.1365 | 11.0323 | 10.1365 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366879 | -66696 | 281242 | 330751 | -72268 | 259497 |
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{ "first_band": { "type": "t3", "factors": { "length": 191, "offset": 0, "a": 0.53972 } }, "second_band": { "type": "sinwma", "factors": { "length": 151, "offset": 162 } } }
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# | 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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