Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993539.4885 | 780792.617 | 212746.8715 | 8587274.5881 | -1266465.7049 | 9853740.2929 |
Total P&L (%) | 993.5395 | 780.7926 | 212.7469 | 8587.2746 | -1266.4657 | 9853.7403 |
Avg Daily Profit (%) | 0.5111 | 0.4016 | 0.1094 | 0.2299 | 0 | 0.2369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113830 | -71002 | -48389 | -10564346 | -7383183 | -7198605 |
Profit Factor | 3.0262 | 3.6457 | 2.0898 | 1.306 | 0.9244 | 1.8713 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 48.3516 | 43.4783 | 53.3333 | 48.3516 | 43.4783 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.2325 | 4.7394 | 1.8285 | 1.395 | 1.2017 | 1.6374 |
Largest Winning Trade | 421806 | 421806 | 50052 | 5766977 | 5766977 | 3847075 |
Largest Losing Trade | -33826 | -32705 | -33826 | -3959623 | -2217502 | -3959623 |
Avg Bars in Trades | 125 | 108 | 141 | 125 | 108 | 141 |
Avg Bars in Winners | 192 | 173 | 207 | 192 | 173 | 207 |
Avg Bars in Losers | 62 | 59 | 65 | 62 | 59 | 65 |
Bars Traded | 11384 | 5010 | 6374 | 11384 | 5010 | 6374 |
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 | 578842 | 507610 | -42417 | 288566 | -581573 | 446520 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 69, "offset": 0, "std": 4.63097 } } }
# | 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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