Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2378412.3988 | 2202672.9586 | 175739.4401 | 6834556.9051 | 3786444.7471 | 3048112.158 |
Total P&L (%) | 2378.4124 | 2202.673 | 175.7394 | 6834.5569 | 3786.4447 | 3048.1122 |
Avg Daily Profit (%) | 1.0305 | 0.9544 | 0.0761 | 0.1838 | 0.1587 | 0.1496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113901 | -115726 | -71653 | -15502097 | -8611259 | -9474118 |
Profit Factor | 5.0095 | 6.8723 | 1.8058 | 1.1531 | 1.1336 | 1.187 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 45.9016 | 33.3333 | 58.0645 | 45.9016 | 33.3333 | 58.0645 |
Ratio Avg Win / Avg Loss | 5.9041 | 13.7446 | 1.3042 | 1.3591 | 2.2673 | 0.8573 |
Largest Winning Trade | 1800048 | 1800048 | 59871 | 6947049 | 6947049 | 3452663 |
Largest Losing Trade | -48982 | -48982 | -37729 | -5788228 | -4391613 | -5788228 |
Avg Bars in Trades | 71 | 86 | 58 | 71 | 86 | 58 |
Avg Bars in Winners | 98 | 132 | 79 | 98 | 132 | 79 |
Avg Bars in Losers | 49 | 63 | 28 | 49 | 63 | 28 |
Bars Traded | 4385 | 2586 | 1799 | 4385 | 2586 | 1799 |
Profit Streak | 37.7678 | 0 | 161.2678 | 37.7678 | 0 | 161.2678 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145880 | 550773 | -86995 | -211224 | -71250 | -7465 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 2.54203 } } }
# | 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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