Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128916.5363 | 91860.862 | 37055.6743 | 139073.64 | 165908.1848 | -26834.5448 |
Total P&L (%) | 128.9165 | 91.8609 | 37.0557 | 139.0736 | 165.9082 | -26.8345 |
Avg Daily Profit (%) | 0.495 | 0.3527 | 0.1423 | 0.3353 | 0.3762 | -0.1199 |
Buy And Hold Return (%) | 16.7946 | 16.7946 | 16.7946 | 16.7946 | 16.7946 | 16.7946 |
Max Trade Drawdown | -49384 | -20179 | -46784 | -200778 | -58745 | -169105 |
Profit Factor | 1.4072 | 1.613 | 1.2223 | 1.1679 | 1.4756 | 0.944 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 65.1613 | 68.8312 | 61.5385 | 65.1613 | 68.8312 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.7524 | 0.7304 | 0.7639 | 0.6244 | 0.6682 | 0.59 |
Largest Winning Trade | 20251 | 14001 | 20251 | 44030 | 26745 | 44030 |
Largest Losing Trade | -37105 | -19024 | -37105 | -161072 | -55886 | -161072 |
Avg Bars in Trades | 157 | 154 | 160 | 157 | 154 | 160 |
Avg Bars in Winners | 114 | 108 | 121 | 114 | 108 | 121 |
Avg Bars in Losers | 238 | 256 | 223 | 238 | 256 | 223 |
Bars Traded | 24444 | 11904 | 12540 | 24444 | 11904 | 12540 |
Profit Streak | 2.78 | 0 | 5.2279 | 2.78 | 0 | 5.2279 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332728 | -32452 | -44022 | -28648 | -32017 | -614145 |
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{ "first_band": { "type": "t3", "factors": { "length": 54, "offset": 0, "a": 0.14113 } }, "second_band": { "type": "sinwma", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 54, "offset": 0, "a": 0.14113 } }, "second_band": { "type": "sinwma", "factors": { "length": 215, "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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