Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54848.803 | 34232.6851 | 20616.118 | 37361.4897 | 29621.3973 | 7740.0923 |
Total P&L (%) | 54.8488 | 34.2327 | 20.6161 | 37.3615 | 29.6214 | 7.7401 |
Avg Daily Profit (%) | 0.3949 | 0.2464 | 0.1484 | 0.2288 | 0.1869 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48158 | -35393 | -42140 | -49537 | -31142 | -35438 |
Profit Factor | 1.3093 | 1.5014 | 1.189 | 1.2321 | 1.5024 | 1.0759 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 67 | 62 | 72 | 67 | 62 | 72 |
Ratio Avg Win / Avg Loss | 0.6449 | 0.9202 | 0.4624 | 0.6069 | 0.9208 | 0.4184 |
Largest Winning Trade | 11896 | 11896 | 11444 | 8257 | 8221 | 8257 |
Largest Losing Trade | -32351 | -22245 | -32351 | -26973 | -20932 | -26973 |
Avg Bars in Trades | 129 | 123 | 136 | 129 | 123 | 136 |
Avg Bars in Winners | 101 | 102 | 99 | 101 | 102 | 99 |
Avg Bars in Losers | 188 | 158 | 228 | 188 | 158 | 228 |
Bars Traded | 12996 | 6194 | 6802 | 12996 | 6194 | 6802 |
Profit Streak | 136.1142 | 136.1142 | 143.1871 | 136.1142 | 136.1142 | 143.1871 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329932 | -173998 | -193214 | 209782 | -174911 | -603258 |
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{ "first_band": { "type": "t3", "factors": { "length": 53, "offset": 0, "a": 0.67757 } }, "second_band": { "type": "sinwma", "factors": { "length": 201, "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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