Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193324.7323 | 91901.5771 | 101423.1551 | 301216.4882 | 170790.108 | 130426.3802 |
Total P&L (%) | 193.3247 | 91.9016 | 101.4232 | 301.2165 | 170.7901 | 130.4264 |
Avg Daily Profit (%) | 0.3712 | 0.1765 | 0.1947 | 0.2671 | 0.1915 | 0.1604 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56436 | -59338 | -19538 | -151820 | -149150 | -69713 |
Profit Factor | 1.4107 | 1.3087 | 1.5861 | 1.2978 | 1.2785 | 1.3275 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Profitability (%) | 47.7778 | 45.9259 | 49.6296 | 47.7778 | 45.9259 | 49.6296 |
Ratio Avg Win / Avg Loss | 1.5419 | 1.5409 | 1.6098 | 1.4185 | 1.5053 | 1.3473 |
Largest Winning Trade | 37635 | 37635 | 26463 | 74740 | 74740 | 63928 |
Largest Losing Trade | -15796 | -15796 | -13440 | -40129 | -39283 | -40129 |
Avg Bars in Trades | 91 | 139 | 42 | 91 | 139 | 42 |
Avg Bars in Winners | 124 | 205 | 50 | 124 | 205 | 50 |
Avg Bars in Losers | 60 | 84 | 35 | 60 | 84 | 35 |
Bars Traded | 24639 | 18897 | 5743 | 24639 | 18897 | 5743 |
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 | 393659 | 227469 | 345972 | 296799 | 225436 | 238517 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 43, "offset": 0, "std": 1.64419 } } }
# | 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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