Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910117.1992 | 812958.2875 | 97158.9117 | 2086912.9437 | 1781299.2111 | 305613.7326 |
Total P&L (%) | 910.1172 | 812.9583 | 97.1589 | 2086.9129 | 1781.2992 | 305.6137 |
Avg Daily Profit (%) | 0.495 | 0.4421 | 0.0528 | 0.1679 | 0.1597 | 0.0762 |
Buy And Hold Return (%) | 158.4654 | 158.4654 | 158.4654 | 158.4654 | 158.4654 | 158.4654 |
Max Trade Drawdown | -124547 | -101768 | -81259 | -659904 | -303008 | -655532 |
Profit Factor | 3.2953 | 5.2334 | 1.4751 | 2.1905 | 4.2377 | 1.2541 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 52.5424 | 50 | 55.1724 | 52.5424 | 50 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.9764 | 5.2334 | 1.1986 | 1.9785 | 4.2377 | 1.0189 |
Largest Winning Trade | 652039 | 652039 | 61547 | 578311 | 578311 | 453360 |
Largest Losing Trade | -47325 | -25018 | -47325 | -655532 | -128314 | -655532 |
Avg Bars in Trades | 118 | 112 | 124 | 118 | 112 | 124 |
Avg Bars in Winners | 147 | 141 | 153 | 147 | 141 | 153 |
Avg Bars in Losers | 86 | 84 | 89 | 86 | 84 | 89 |
Bars Traded | 6997 | 3382 | 3615 | 6997 | 3382 | 3615 |
Profit Streak | 76.3961 | 84.1461 | 0 | 76.3961 | 84.1461 | 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 | -162591 | 624143 | -286361 | -166680 | 555839 | -98179 |
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{ "first_band": { "type": "bbm", "factors": { "length": 146, "offset": 0, "std": 1.44429 } }, "second_band": { "type": "sinwma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 146, "offset": 0, "std": 1.44429 } }, "second_band": { "type": "sinwma", "factors": { "length": 84, "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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