Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260250.9592 | 35310.5819 | 224940.3773 | 171696.379 | -144827.4653 | 316523.8442 |
Total P&L (%) | 260.251 | 35.3106 | 224.9404 | 171.6964 | -144.8275 | 316.5238 |
Avg Daily Profit (%) | 0.1754 | 0.0238 | 0.1516 | 0.0674 | 0 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115358 | -73244 | -84119 | -612758 | -529529 | -453542 |
Profit Factor | 1.4635 | 1.1097 | 1.9385 | 1.0746 | 0.8899 | 1.3211 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 52.3364 | 48.1481 | 56.6038 | 52.3364 | 48.1481 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.3328 | 1.1951 | 1.4862 | 0.9787 | 0.9584 | 1.0129 |
Largest Winning Trade | 98811 | 98811 | 44899 | 371454 | 371454 | 150072 |
Largest Losing Trade | -33691 | -24371 | -33691 | -181497 | -179711 | -181497 |
Avg Bars in Trades | 54 | 47 | 61 | 54 | 47 | 61 |
Avg Bars in Winners | 61 | 52 | 69 | 61 | 52 | 69 |
Avg Bars in Losers | 47 | 43 | 51 | 47 | 43 | 51 |
Bars Traded | 5844 | 2589 | 3255 | 5844 | 2589 | 3255 |
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 | 326927 | -444316 | -169421 | -242489 | -761553 | -243518 |
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{ "first_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 2.24036 } }, "second_band": { "type": "sinwma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 2.24036 } }, "second_band": { "type": "sinwma", "factors": { "length": 69, "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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