Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67168.6281 | 28693.1691 | 38475.459 | 88209.2586 | 35369.7559 | 52839.5027 |
Total P&L (%) | 67.1686 | 28.6932 | 38.4755 | 88.2093 | 35.3698 | 52.8395 |
Avg Daily Profit (%) | 1.2897 | 0.5509 | 0.7388 | 1.2217 | 0.5832 | 0.8179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20948 | -20048 | -6933 | -34620 | -32103 | -10882 |
Profit Factor | 1.8083 | 1.59 | 2.1163 | 1.6387 | 1.4339 | 1.9336 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 66.4179 | 62.6866 | 70.1493 | 66.4179 | 62.6866 | 70.1493 |
Ratio Avg Win / Avg Loss | 0.9143 | 0.9465 | 0.9005 | 0.8285 | 0.8535 | 0.8228 |
Largest Winning Trade | 6333 | 6333 | 3547 | 10332 | 10332 | 5659 |
Largest Losing Trade | -10387 | -10387 | -4742 | -16874 | -16874 | -8124 |
Avg Bars in Trades | 176 | 183 | 168 | 176 | 183 | 168 |
Avg Bars in Winners | 126 | 114 | 137 | 126 | 114 | 137 |
Avg Bars in Losers | 274 | 299 | 242 | 274 | 299 | 242 |
Bars Traded | 23598 | 12284 | 11314 | 23598 | 12284 | 11314 |
Profit Streak | 10.5845 | 11.6387 | 10.5845 | 10.5845 | 11.6387 | 10.5845 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545834 | -108420 | -103804 | 538717 | -108506 | -102960 |
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{ "first_band": { "type": "bbm", "factors": { "length": 200, "offset": 0, "std": 3.00419 } }, "second_band": { "type": "sinwma", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 200, "offset": 0, "std": 3.00419 } }, "second_band": { "type": "sinwma", "factors": { "length": 238, "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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