Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254488.9542 | 196563.2034 | 57925.7508 | 455867.9306 | 365843.5942 | 90024.3364 |
Total P&L (%) | 254.489 | 196.5632 | 57.9258 | 455.8679 | 365.8436 | 90.0243 |
Avg Daily Profit (%) | 0.4886 | 0.3774 | 0.1112 | 0.3299 | 0.2959 | 0.1233 |
Buy And Hold Return (%) | 81.2919 | 81.2919 | 81.2919 | 81.2919 | 81.2919 | 81.2919 |
Max Trade Drawdown | -66363 | -58691 | -47844 | -186136 | -147332 | -122837 |
Profit Factor | 1.3643 | 1.5752 | 1.1624 | 1.3191 | 1.5402 | 1.1198 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 185 | 97 | 88 | 185 | 97 | 88 |
Losing Trades | 245 | 118 | 127 | 245 | 118 | 127 |
Profitability (%) | 43.0233 | 45.1163 | 40.9302 | 43.0233 | 45.1163 | 40.9302 |
Ratio Avg Win / Avg Loss | 1.8068 | 1.9162 | 1.6775 | 1.7469 | 1.8737 | 1.616 |
Largest Winning Trade | 89107 | 89107 | 19058 | 122646 | 122646 | 53355 |
Largest Losing Trade | -11535 | -11075 | -11535 | -47715 | -24497 | -47715 |
Avg Bars in Trades | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Winners | 82 | 82 | 82 | 82 | 82 | 82 |
Avg Bars in Losers | 38 | 38 | 39 | 38 | 38 | 39 |
Bars Traded | 24818 | 12527 | 12291 | 24818 | 12527 | 12291 |
Profit Streak | 8.0202 | 12.3952 | 8.0202 | 8.0202 | 12.3952 | 8.0202 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316014 | 255515 | -253957 | 331619 | 306423 | -251229 |
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{ "first_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.70802 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.70802 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "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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