Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442785.8038 | 452475.3518 | -9689.548 | -838167.5804 | 1324827.3618 | -2162994.9422 |
Total P&L (%) | 442.7858 | 452.4754 | -9.6895 | -838.1676 | 1324.8274 | -2162.9949 |
Avg Daily Profit (%) | 0.2322 | 0.2373 | -0.0051 | 0 | 0.1394 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221347 | -127007 | -196512 | -2169196 | -804391 | -2719477 |
Profit Factor | 1.5428 | 2.2096 | 0.9781 | 0.8438 | 1.7878 | 0.4127 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 22 | 22 | 42 | 22 | 20 |
Losing Trades | 51 | 25 | 26 | 53 | 25 | 28 |
Profitability (%) | 46.3158 | 46.8085 | 45.8333 | 44.2105 | 46.8085 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.7882 | 2.5109 | 1.1559 | 1.0647 | 2.0316 | 0.5777 |
Largest Winning Trade | 257401 | 257401 | 49017 | 534910 | 534910 | 214235 |
Largest Losing Trade | -174051 | -47296 | -174051 | -2070311 | -282888 | -2070311 |
Avg Bars in Trades | 77 | 74 | 81 | 77 | 74 | 81 |
Avg Bars in Winners | 104 | 108 | 100 | 105 | 111 | 99 |
Avg Bars in Losers | 54 | 43 | 64 | 55 | 41 | 68 |
Bars Traded | 7391 | 3492 | 3899 | 7391 | 3492 | 3899 |
Profit Streak | 39.3442 | 52.8442 | 39.3442 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373805 | 415716 | -580096 | -581109 | -4258 | -583930 |
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{ "first_band": { "type": "bbm", "factors": { "length": 222, "offset": 0, "std": 3.71832 } }, "second_band": { "type": "sinwma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 222, "offset": 0, "std": 3.71832 } }, "second_band": { "type": "sinwma", "factors": { "length": 56, "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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