Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119794.2892 | 87175.9934 | 32618.2958 | 152006.0884 | 139478.1375 | 12527.9509 |
Total P&L (%) | 119.7943 | 87.176 | 32.6183 | 152.0061 | 139.4781 | 12.528 |
Avg Daily Profit (%) | 0.46 | 0.3348 | 0.1253 | 0.3556 | 0.3359 | 0.0453 |
Buy And Hold Return (%) | 25.9687 | 25.9687 | 25.9687 | 25.9687 | 25.9687 | 25.9687 |
Max Trade Drawdown | -42068 | -16669 | -39666 | -121516 | -40474 | -109797 |
Profit Factor | 1.6068 | 1.9219 | 1.3171 | 1.3204 | 1.6252 | 1.0498 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 46.0784 | 47.0588 | 45.098 | 46.0784 | 47.0588 | 45.098 |
Ratio Avg Win / Avg Loss | 1.8803 | 2.1621 | 1.6034 | 1.5451 | 1.8283 | 1.2781 |
Largest Winning Trade | 35838 | 35838 | 22956 | 56379 | 56379 | 42836 |
Largest Losing Trade | -11615 | -11615 | -9331 | -28102 | -28102 | -23728 |
Avg Bars in Trades | 242 | 254 | 229 | 242 | 254 | 229 |
Avg Bars in Winners | 318 | 351 | 283 | 318 | 351 | 283 |
Avg Bars in Losers | 177 | 167 | 185 | 177 | 167 | 185 |
Bars Traded | 24692 | 12976 | 11716 | 24692 | 12976 | 11716 |
Profit Streak | 6.8423 | 9.9152 | 0 | 6.8423 | 9.9152 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332792 | -172302 | -293974 | 271527 | -171157 | -647199 |
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{ "first_band": { "type": "t3", "factors": { "length": 154, "offset": 0, "a": 0.60642 } }, "second_band": { "type": "sinwma", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 154, "offset": 0, "a": 0.60642 } }, "second_band": { "type": "sinwma", "factors": { "length": 177, "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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