Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407313.2825 | 382042.6896 | 25270.5929 | 1331237.0439 | 1706661.0347 | -375423.9908 |
Total P&L (%) | 407.3133 | 382.0427 | 25.2706 | 1331.237 | 1706.661 | -375.424 |
Avg Daily Profit (%) | 0.5001 | 0.4691 | 0.031 | 0.3273 | 0.356 | 0 |
Buy And Hold Return (%) | 590.8988 | 590.8988 | 590.8988 | 590.8988 | 590.8988 | 590.8988 |
Max Trade Drawdown | -48669 | -27874 | -60525 | -1203870 | -344389 | -1317347 |
Profit Factor | 2.6202 | 5.5418 | 1.1511 | 1.3745 | 2.475 | 0.8434 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 55.0562 | 57.7778 | 52.2727 | 55.0562 | 57.7778 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.139 | 4.0498 | 1.051 | 1.122 | 1.8086 | 0.7701 |
Largest Winning Trade | 131616 | 131616 | 48602 | 737843 | 528754 | 737843 |
Largest Losing Trade | -32664 | -13747 | -32664 | -815643 | -253803 | -815643 |
Avg Bars in Trades | 32 | 42 | 22 | 32 | 42 | 22 |
Avg Bars in Winners | 41 | 59 | 22 | 41 | 59 | 22 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 2889 | 1893 | 996 | 2889 | 1893 | 996 |
Profit Streak | 67.0738 | 67.8238 | 0 | 67.0738 | 67.8238 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149143 | -146032 | -370935 | 212873 | 450348 | -580147 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 124 } }, "second_band": { "type": "sinwma", "factors": { "length": 74, "offset": 2 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 124 } }, "second_band": { "type": "sinwma", "factors": { "length": 74, "offset": 2 } } }
# | 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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