Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83725.2729 | 12248.5531 | 71476.7198 | 93614.6473 | 19551.9094 | 74062.7379 |
Total P&L (%) | 83.7253 | 12.2486 | 71.4767 | 93.6146 | 19.5519 | 74.0627 |
Avg Daily Profit (%) | 0.3215 | 0.047 | 0.2745 | 0.254 | 0.0686 | 0.2131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55815 | -19207 | -47673 | -135282 | -40379 | -115400 |
Profit Factor | 1.3674 | 1.1451 | 1.4981 | 1.2077 | 1.1277 | 1.2489 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 60.7527 | 61.2903 | 60.2151 | 60.7527 | 61.2903 | 60.2151 |
Ratio Avg Win / Avg Loss | 0.8833 | 0.7232 | 0.9898 | 0.7802 | 0.7122 | 0.8252 |
Largest Winning Trade | 14215 | 8372 | 14215 | 31484 | 12981 | 31484 |
Largest Losing Trade | -21352 | -8499 | -21352 | -44328 | -11481 | -44328 |
Avg Bars in Trades | 133 | 32 | 233 | 133 | 32 | 233 |
Avg Bars in Winners | 104 | 31 | 178 | 104 | 31 | 178 |
Avg Bars in Losers | 177 | 34 | 316 | 177 | 34 | 316 |
Bars Traded | 24762 | 3046 | 21716 | 24762 | 3046 | 21716 |
Profit Streak | 0 | 0 | 4.2808 | 0 | 0 | 4.2808 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304585 | -288721 | 288453 | 248710 | -190481 | 214746 |
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{ "first_band": { "type": "bbu", "factors": { "length": 247, "offset": 0, "std": 2.26532 } }, "second_band": { "type": "sinwma", "factors": { "length": 158, "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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