Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65131.8605 | 19952.404 | 45179.4565 | 63664.593 | 21803.3335 | 41861.2594 |
Total P&L (%) | 65.1319 | 19.9524 | 45.1795 | 63.6646 | 21.8033 | 41.8613 |
Avg Daily Profit (%) | 0.2501 | 0.0766 | 0.1735 | 0.1894 | 0.0758 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26217 | -20642 | -23065 | -28337 | -24730 | -29030 |
Profit Factor | 1.3691 | 1.2185 | 1.5307 | 1.2926 | 1.1983 | 1.3889 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 62.1053 | 55.3191 | 68.75 | 62.1053 | 55.3191 | 68.75 |
Ratio Avg Win / Avg Loss | 0.8354 | 0.9841 | 0.6958 | 0.7887 | 0.9679 | 0.6313 |
Largest Winning Trade | 15823 | 8927 | 15823 | 14855 | 13094 | 14855 |
Largest Losing Trade | -18873 | -14738 | -18873 | -23052 | -16970 | -23052 |
Avg Bars in Trades | 252 | 263 | 242 | 252 | 263 | 242 |
Avg Bars in Winners | 172 | 174 | 170 | 172 | 174 | 170 |
Avg Bars in Losers | 385 | 374 | 400 | 385 | 374 | 400 |
Bars Traded | 24030 | 12383 | 11647 | 24030 | 12383 | 11647 |
Profit Streak | 7.2261 | 7.2261 | 7.4136 | 7.2261 | 7.2261 | 7.4136 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308084 | -99596 | 278191 | 269039 | -101436 | -14481 |
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{ "first_band": { "type": "t3", "factors": { "length": 113, "offset": 0, "a": 0.67461 } }, "second_band": { "type": "sinwma", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 113, "offset": 0, "a": 0.67461 } }, "second_band": { "type": "sinwma", "factors": { "length": 197, "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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