Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1811219.6446 | -73332.2117 | -1737887.4329 | -38501.6039 | 7234241.2017 | -7272742.8057 |
Total P&L (%) | -1811.2196 | -73.3322 | -1737.8874 | -38.5016 | 7234.2412 | -7272.7428 |
Avg Daily Profit (%) | -0.97 | -0.0393 | -0.9307 | -0.026 | 0.2303 | 0 |
Buy And Hold Return (%) | 472.1805 | 472.1805 | 472.1805 | 472.1805 | 472.1805 | 472.1805 |
Max Trade Drawdown | -2004205 | -224095 | -1859777 | -7102671 | -1447259 | -8244214 |
Profit Factor | 0.2789 | 0.8236 | 0.1709 | 0.9976 | 3.2309 | 0.4367 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 161 | 77 | 84 | 101 | 55 | 46 |
Losing Trades | 40 | 23 | 17 | 100 | 45 | 55 |
Profitability (%) | 80.0995 | 77 | 83.1683 | 50.2488 | 55 | 45.5446 |
Ratio Avg Win / Avg Loss | 0.0693 | 0.246 | 0.0346 | 0.9877 | 2.6435 | 0.5221 |
Largest Winning Trade | 33778 | 33778 | 13996 | 4011943 | 3183776 | 4011943 |
Largest Losing Trade | -1158247 | -58190 | -1158247 | -5164031 | -854067 | -5164031 |
Avg Bars in Trades | 36 | 42 | 29 | 36 | 42 | 29 |
Avg Bars in Winners | 11 | 10 | 11 | 47 | 57 | 34 |
Avg Bars in Losers | 135 | 148 | 119 | 25 | 24 | 25 |
Bars Traded | 7253 | 4237 | 3016 | 7253 | 4237 | 3016 |
Profit Streak | 20.1925 | 0 | 57.4425 | 20.1925 | 0 | 57.4425 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575272 | -577287 | -574716 | -579138 | 533983 | -580923 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 171, "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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