Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1909049.9108 | 1879888.6247 | 29161.2861 | 15134442.8571 | 11376567.2228 | 3757875.6343 |
Total P&L (%) | 1909.0499 | 1879.8886 | 29.1613 | 15134.4429 | 11376.5672 | 3757.8756 |
Avg Daily Profit (%) | 1.0217 | 1.0061 | 0.0156 | 0.2694 | 0.2542 | 0.1957 |
Buy And Hold Return (%) | 6548.157 | 6548.157 | 6548.157 | 6548.157 | 6548.157 | 6548.157 |
Max Trade Drawdown | -139485 | -103125 | -96519 | -2482734 | -2004206 | -1186845 |
Profit Factor | 5.5621 | 11.1098 | 1.1254 | 3.1426 | 4.4729 | 1.9921 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 54.2373 | 58.6207 | 50 | 54.2373 | 58.6207 | 50 |
Ratio Avg Win / Avg Loss | 4.693 | 7.8422 | 1.1254 | 2.6515 | 3.1573 | 1.9921 |
Largest Winning Trade | 1150837 | 1150837 | 69540 | 2683826 | 2307266 | 2683826 |
Largest Losing Trade | -58103 | -58103 | -30436 | -1078652 | -1078652 | -845694 |
Avg Bars in Trades | 60 | 60 | 61 | 60 | 60 | 61 |
Avg Bars in Winners | 86 | 86 | 85 | 86 | 86 | 85 |
Avg Bars in Losers | 31 | 23 | 37 | 31 | 23 | 37 |
Bars Traded | 3597 | 1750 | 1847 | 3597 | 1750 | 1847 |
Profit Streak | 0 | 226.4868 | 0 | 0 | 226.4868 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -323162 | -141868 | -420390 | -169128 | 334991 | -154039 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 4.25623 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 4.25623 } } }
# | 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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