Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1403239.6911 | 1309449.369 | 93790.3221 | 4604741.2866 | 4672481.1422 | -67739.8556 |
Total P&L (%) | 1403.2397 | 1309.4494 | 93.7903 | 4604.7413 | 4672.4811 | -67.7399 |
Avg Daily Profit (%) | 0.7688 | 0.7174 | 0.0514 | 0.2112 | 0.212 | -0.062 |
Buy And Hold Return (%) | 703.6404 | 703.6404 | 703.6404 | 703.6404 | 703.6404 | 703.6404 |
Max Trade Drawdown | -104600 | -67421 | -46214 | -13902934 | -9767665 | -4392547 |
Profit Factor | 4.1581 | 6.6552 | 1.4408 | 1.1753 | 1.2952 | 0.9935 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 47.4576 | 44.8276 | 50 | 47.4576 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 4.6036 | 8.1911 | 1.4408 | 1.3012 | 1.5941 | 0.9935 |
Largest Winning Trade | 769530 | 769530 | 60828 | 9781621 | 9781621 | 2250535 |
Largest Losing Trade | -46257 | -46257 | -38143 | -3520447 | -3520447 | -3097405 |
Avg Bars in Trades | 86 | 130 | 43 | 86 | 130 | 43 |
Avg Bars in Winners | 114 | 178 | 59 | 114 | 178 | 59 |
Avg Bars in Losers | 61 | 92 | 28 | 61 | 92 | 28 |
Bars Traded | 5102 | 3791 | 1311 | 5102 | 3791 | 1311 |
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 | -167339 | 399804 | -289176 | -200338 | 251988 | -580825 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 1.16397 } } }
# | 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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