Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69502.8095 | 46619.9156 | 22882.8939 | 26517.8648 | 40019.5887 | -13501.7239 |
Total P&L (%) | 69.5028 | 46.6199 | 22.8829 | 26.5179 | 40.0196 | -13.5017 |
Avg Daily Profit (%) | 0.2669 | 0.179 | 0.0879 | 0.0904 | 0.1293 | -0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58321 | -39652 | -68447 | -86023 | -45779 | -101877 |
Profit Factor | 1.2035 | 1.2969 | 1.124 | 1.0622 | 1.2142 | 0.9437 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 67.6136 | 69.3182 | 65.9091 | 67.6136 | 69.3182 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.5765 | 0.5741 | 0.5814 | 0.5088 | 0.5374 | 0.4881 |
Largest Winning Trade | 16395 | 14911 | 16395 | 17022 | 17022 | 16515 |
Largest Losing Trade | -40542 | -34652 | -40542 | -52449 | -31351 | -52449 |
Avg Bars in Trades | 136 | 134 | 138 | 136 | 134 | 138 |
Avg Bars in Winners | 93 | 99 | 87 | 93 | 99 | 87 |
Avg Bars in Losers | 225 | 212 | 236 | 225 | 212 | 236 |
Bars Traded | 23995 | 11820 | 12175 | 23995 | 11820 | 12175 |
Profit Streak | 5.1915 | 8.3998 | 0 | 5.1915 | 8.3998 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306351 | 230366 | -165765 | -227031 | -22486 | -580152 |
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{ "first_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 1.37074 } }, "second_band": { "type": "sinwma", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 1.37074 } }, "second_band": { "type": "sinwma", "factors": { "length": 179, "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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