Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1139766.8856 | 29727.4087 | -1169494.2943 | -345207.1786 | -4432473.2832 | 4087266.1046 |
Total P&L (%) | -1139.7669 | 29.7274 | -1169.4943 | -345.2072 | -4432.4733 | 4087.2661 |
Avg Daily Profit (%) | -0.6237 | 0.0163 | -0.6399 | 0 | 0 | 0.2046 |
Buy And Hold Return (%) | 691.3719 | 691.3719 | 691.3719 | 691.3719 | 691.3719 | 691.3719 |
Max Trade Drawdown | -1237211 | -182822 | -1221297 | -9065186 | -7315700 | -2084673 |
Profit Factor | 0.367 | 1.0883 | 0.2012 | 0.9794 | 0.582 | 1.6652 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 39 | 18 | 21 | 32 | 16 | 16 |
Losing Trades | 32 | 18 | 14 | 39 | 20 | 19 |
Profitability (%) | 54.9296 | 50 | 60 | 45.0704 | 44.4444 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.3011 | 1.0883 | 0.1341 | 1.1936 | 0.7275 | 1.9774 |
Largest Winning Trade | 75420 | 75420 | 30860 | 6555807 | 1659248 | 6555807 |
Largest Losing Trade | -671567 | -79205 | -671567 | -6847261 | -6847261 | -1646477 |
Avg Bars in Trades | 98 | 101 | 95 | 98 | 101 | 95 |
Avg Bars in Winners | 53 | 52 | 54 | 94 | 103 | 85 |
Avg Bars in Losers | 153 | 150 | 157 | 101 | 99 | 103 |
Bars Traded | 7002 | 3656 | 3346 | 7002 | 3656 | 3346 |
Profit Streak | 0 | 0 | 0 | 115.5687 | 155.3187 | 115.5687 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -671138 | -460247 | -579491 | -670953 | -581976 | 338139 |
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{ "first_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 130, "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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