Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -200025.2463 | 132700.941 | -332726.1874 | 6637181.9797 | 917639.441 | 5719542.5387 |
Total P&L (%) | -200.0252 | 132.7009 | -332.7262 | 6637.182 | 917.6394 | 5719.5425 |
Avg Daily Profit (%) | -0.1106 | 0.0734 | -0.1839 | 0.233 | 0.1283 | 0.2249 |
Buy And Hold Return (%) | 55.6837 | 55.6837 | 55.6837 | 55.6837 | 55.6837 | 55.6837 |
Max Trade Drawdown | -561237 | -99948 | -594877 | -3197537 | -3197537 | -681912 |
Profit Factor | 0.7625 | 1.5794 | 0.4572 | 2.2111 | 1.2001 | 7.4014 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 95 | 46 | 49 | 83 | 39 | 44 |
Losing Trades | 19 | 11 | 8 | 31 | 18 | 13 |
Profitability (%) | 83.3333 | 80.7018 | 85.9649 | 72.807 | 68.4211 | 77.193 |
Ratio Avg Win / Avg Loss | 0.1525 | 0.3777 | 0.0747 | 0.8258 | 0.5539 | 2.1868 |
Largest Winning Trade | 22800 | 22800 | 21211 | 2104730 | 858872 | 2104730 |
Largest Losing Trade | -357768 | -69831 | -357768 | -3197537 | -3197537 | -621720 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 11 | 6 | 16 | 15 | 4 | 26 |
Avg Bars in Losers | 114 | 117 | 110 | 63 | 78 | 42 |
Bars Traded | 3284 | 1588 | 1696 | 3284 | 1588 | 1696 |
Profit Streak | 32.5435 | 148.0435 | 32.5435 | 32.5435 | 148.0435 | 32.5435 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574138 | -273554 | -754634 | 544778 | -199386 | -158021 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 183, "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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