Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804199.9742 | 727960.1481 | 76239.8261 | 3940556.2557 | 5703065.6182 | -1762509.3625 |
Total P&L (%) | 804.2 | 727.9601 | 76.2398 | 3940.5563 | 5703.0656 | -1762.5094 |
Avg Daily Profit (%) | 0.3216 | 0.2912 | 0.0305 | 0.1481 | 0.1626 | 0 |
Buy And Hold Return (%) | 765.0439 | 765.0439 | 765.0439 | 765.0439 | 765.0439 | 765.0439 |
Max Trade Drawdown | -85667 | -72047 | -72787 | -3011539 | -1599779 | -2888329 |
Profit Factor | 2.4314 | 3.7981 | 1.2527 | 1.4173 | 2.3328 | 0.6587 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 48.9796 | 48.9796 | 48.9796 | 48.9796 | 48.9796 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.5327 | 3.9563 | 1.3049 | 1.4764 | 2.43 | 0.6861 |
Largest Winning Trade | 329153 | 329153 | 49055 | 4509452 | 4509452 | 503667 |
Largest Losing Trade | -44076 | -28552 | -44076 | -1355102 | -580993 | -1355102 |
Avg Bars in Trades | 99 | 100 | 98 | 99 | 100 | 98 |
Avg Bars in Winners | 128 | 130 | 126 | 128 | 130 | 126 |
Avg Bars in Losers | 72 | 71 | 72 | 72 | 71 | 72 |
Bars Traded | 9765 | 4919 | 4846 | 9765 | 4919 | 4846 |
Profit Streak | 146.0239 | 162.2739 | 146.0239 | 146.0239 | 162.2739 | 146.0239 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134928 | -149382 | -317859 | 208729 | 461716 | -580505 |
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{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.64113 } }, "second_band": { "type": "sinwma", "factors": { "length": 63, "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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