Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381179.9342 | 333835.7069 | 47344.2273 | 74069.4501 | 96254.8388 | -22185.3886 |
Total P&L (%) | 381.1799 | 333.8357 | 47.3442 | 74.0695 | 96.2548 | -22.1854 |
Avg Daily Profit (%) | 0.2055 | 0.18 | 0.0255 | 0.0299 | 0.0364 | -0.0135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106493 | -103424 | -116962 | -205512 | -179400 | -154623 |
Profit Factor | 1.6612 | 2.4763 | 1.1351 | 1.1031 | 1.3349 | 0.9486 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 47.4576 | 43.3333 | 51.7241 | 47.4576 | 43.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.8392 | 3.2383 | 1.0595 | 1.2212 | 1.7457 | 0.8853 |
Largest Winning Trade | 132448 | 132448 | 56723 | 96589 | 96589 | 77133 |
Largest Losing Trade | -65084 | -33670 | -65084 | -127949 | -81439 | -127949 |
Avg Bars in Trades | 60 | 57 | 62 | 60 | 57 | 62 |
Avg Bars in Winners | 76 | 77 | 76 | 76 | 77 | 76 |
Avg Bars in Losers | 45 | 42 | 47 | 45 | 42 | 47 |
Bars Traded | 3546 | 1735 | 1811 | 3546 | 1735 | 1811 |
Profit Streak | 0 | 0 | 74.6951 | 0 | 0 | 74.6951 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169674 | 343051 | -231492 | -440614 | -145566 | -580051 |
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{ "first_band": { "type": "bbm", "factors": { "length": 78, "offset": 0, "std": 1.30757 } }, "second_band": { "type": "sinwma", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 78, "offset": 0, "std": 1.30757 } }, "second_band": { "type": "sinwma", "factors": { "length": 53, "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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