Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198510.2243 | 169777.1583 | 28733.066 | 16151.1075 | 22347.3638 | -6196.2563 |
Total P&L (%) | 198.5102 | 169.7772 | 28.7331 | 16.1511 | 22.3474 | -6.1963 |
Avg Daily Profit (%) | 0.1906 | 0.163 | 0.0276 | 0.0144 | 0.0194 | -0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120081 | -60783 | -94136 | -139927 | -86085 | -101323 |
Profit Factor | 1.3622 | 1.7549 | 1.0889 | 1.0263 | 1.0848 | 0.9824 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 57.4074 | 53.7037 | 61.1111 | 57.4074 | 53.7037 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.0107 | 1.5128 | 0.6929 | 0.7614 | 0.9352 | 0.6252 |
Largest Winning Trade | 65328 | 65328 | 31894 | 58625 | 58625 | 32370 |
Largest Losing Trade | -66933 | -24347 | -66933 | -60644 | -26009 | -60644 |
Avg Bars in Trades | 226 | 201 | 251 | 226 | 201 | 251 |
Avg Bars in Winners | 214 | 193 | 233 | 214 | 193 | 233 |
Avg Bars in Losers | 242 | 211 | 279 | 242 | 211 | 279 |
Bars Traded | 24457 | 10890 | 13567 | 24457 | 10890 | 13567 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333070 | -168943 | -462251 | -375160 | -480785 | -759393 |
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{ "first_band": { "type": "t3", "factors": { "length": 225, "offset": 0, "a": 0.02384 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "offset": 192 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 225, "offset": 0, "a": 0.02384 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "offset": 192 } } }
# | 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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