Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126867.0247 | 935921.1945 | 190945.8302 | 4551610.8725 | -829834.5168 | 5381445.3893 |
Total P&L (%) | 1126.867 | 935.9212 | 190.9458 | 4551.6109 | -829.8345 | 5381.4454 |
Avg Daily Profit (%) | 0.5824 | 0.4837 | 0.0987 | 0.1986 | 0 | 0.2071 |
Buy And Hold Return (%) | 10.6709 | 10.6709 | 10.6709 | 10.6709 | 10.6709 | 10.6709 |
Max Trade Drawdown | -91314 | -92287 | -61859 | -5637174 | -3578123 | -2932402 |
Profit Factor | 2.2163 | 3.0155 | 1.4132 | 1.1602 | 0.9443 | 1.3985 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 153 | 67 | 86 | 153 | 67 | 86 |
Losing Trades | 148 | 84 | 64 | 148 | 84 | 64 |
Profitability (%) | 50.8306 | 44.3709 | 57.3333 | 50.8306 | 44.3709 | 57.3333 |
Ratio Avg Win / Avg Loss | 2.1438 | 3.7806 | 1.0517 | 1.1223 | 1.184 | 1.0407 |
Largest Winning Trade | 663399 | 663399 | 41716 | 2663017 | 2041673 | 2663017 |
Largest Losing Trade | -47961 | -22206 | -47961 | -1889188 | -1789683 | -1889188 |
Avg Bars in Trades | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Winners | 49 | 43 | 53 | 49 | 43 | 53 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 11387 | 5102 | 6285 | 11387 | 5102 | 6285 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619388 | 513682 | -59276 | -34625 | -581064 | 358756 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 95 } }, "second_band": { "type": "sinwma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 95 } }, "second_band": { "type": "sinwma", "factors": { "length": 29, "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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