Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378189.1745 | 256372.3402 | 121816.8343 | 277815.0844 | 639122.6254 | -361307.541 |
Total P&L (%) | 378.1892 | 256.3723 | 121.8168 | 277.8151 | 639.1226 | -361.3075 |
Avg Daily Profit (%) | 0.277 | 0.1878 | 0.0892 | 0.0974 | 0.1466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193258 | -121253 | -105101 | -1147857 | -804901 | -740537 |
Profit Factor | 1.3369 | 1.4455 | 1.2226 | 1.0606 | 1.287 | 0.8465 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 142 | 66 | 76 | 142 | 66 | 76 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 56.8 | 52.8 | 60.8 | 56.8 | 52.8 | 60.8 |
Ratio Avg Win / Avg Loss | 1.0168 | 1.2922 | 0.7883 | 0.8067 | 1.1505 | 0.5458 |
Largest Winning Trade | 45720 | 45720 | 33373 | 349046 | 349046 | 125615 |
Largest Losing Trade | -46634 | -38037 | -46634 | -299359 | -299359 | -284169 |
Avg Bars in Trades | 64 | 61 | 68 | 64 | 61 | 68 |
Avg Bars in Winners | 60 | 55 | 64 | 60 | 55 | 64 |
Avg Bars in Losers | 70 | 67 | 74 | 70 | 67 | 74 |
Bars Traded | 16177 | 7653 | 8524 | 16177 | 7653 | 8524 |
Profit Streak | 5.7348 | 36.4848 | 0 | 5.7348 | 36.4848 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413266 | 346329 | -74737 | -215538 | 151409 | -579600 |
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 1.48869 } }, "second_band": { "type": "sinwma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 1.48869 } }, "second_band": { "type": "sinwma", "factors": { "length": 111, "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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