Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103036.7081 | 87253.1636 | 15783.5445 | 24177.0215 | 46565.9137 | -22388.8922 |
Total P&L (%) | 103.0367 | 87.2532 | 15.7835 | 24.177 | 46.5659 | -22.3889 |
Avg Daily Profit (%) | 1.1869 | 1.0051 | 0.1818 | 0.2498 | 0.4414 | -0.2915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98549 | -54320 | -72469 | -68524 | -27755 | -47936 |
Profit Factor | 1.2359 | 1.4436 | 1.0658 | 1.103 | 1.4632 | 0.8332 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 237 | 111 | 126 | 237 | 111 | 126 |
Losing Trades | 240 | 127 | 113 | 240 | 127 | 113 |
Profitability (%) | 49.6855 | 46.6387 | 52.7197 | 49.6855 | 46.6387 | 52.7197 |
Ratio Avg Win / Avg Loss | 1.2516 | 1.6517 | 0.9558 | 1.117 | 1.6741 | 0.7472 |
Largest Winning Trade | 116266 | 116266 | 67860 | 66538 | 66538 | 23136 |
Largest Losing Trade | -31170 | -8130 | -31170 | -20375 | -5894 | -20375 |
Avg Bars in Trades | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Winners | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Losers | 52 | 51 | 53 | 52 | 51 | 53 |
Bars Traded | 24826 | 11519 | 13307 | 24826 | 11519 | 13307 |
Profit Streak | 0.3839 | 0.811 | 0.3839 | 0.3839 | 0.811 | 0.3839 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360352 | 347747 | -156554 | -106047 | 176309 | -585238 |
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{ "first_band": { "type": "bbm", "factors": { "length": 94, "offset": 0, "std": 1.79806 } }, "second_band": { "type": "sinwma", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 94, "offset": 0, "std": 1.79806 } }, "second_band": { "type": "sinwma", "factors": { "length": 81, "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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