Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64558.2782 | 39297.9376 | 25260.3406 | 60031.7618 | 41384.4462 | 18647.3157 |
Total P&L (%) | 64.5583 | 39.2979 | 25.2603 | 60.0318 | 41.3844 | 18.6473 |
Avg Daily Profit (%) | 0.4647 | 0.2829 | 0.1818 | 0.3391 | 0.2496 | 0.1232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34701 | -39918 | -16644 | -34235 | -39860 | -24942 |
Profit Factor | 1.3409 | 1.3236 | 1.3719 | 1.2833 | 1.3251 | 1.2204 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 64.8485 | 60.9756 | 68.6747 | 64.8485 | 60.9756 | 68.6747 |
Ratio Avg Win / Avg Loss | 0.7268 | 0.8471 | 0.6258 | 0.6956 | 0.848 | 0.5567 |
Largest Winning Trade | 26090 | 26090 | 7923 | 21151 | 21151 | 8113 |
Largest Losing Trade | -23918 | -23918 | -11706 | -22218 | -22218 | -16754 |
Avg Bars in Trades | 76 | 124 | 27 | 76 | 124 | 27 |
Avg Bars in Winners | 48 | 73 | 26 | 48 | 73 | 26 |
Avg Bars in Losers | 127 | 205 | 31 | 127 | 205 | 31 |
Bars Traded | 12553 | 10231 | 2323 | 12553 | 10231 | 2323 |
Profit Streak | 128.627 | 128.627 | 128.7312 | 128.627 | 128.627 | 128.7312 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379704 | 22843 | 166050 | 317488 | 19610 | -36622 |
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{ "first_band": { "type": "bbl", "factors": { "length": 26, "offset": 0, "std": 3.52144 } }, "second_band": { "type": "sinwma", "factors": { "length": 199, "offset": 0 } } }
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# | 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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