Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1759885.2608 | 26689.9434 | -1786575.2042 | -293139.5617 | -3664126.217 | 3370986.6552 |
Total P&L (%) | -1759.8853 | 26.6899 | -1786.5752 | -293.1396 | -3664.1262 | 3370.9867 |
Avg Daily Profit (%) | -0.7454 | 0.0113 | -0.7567 | 0 | 0 | 0.1503 |
Buy And Hold Return (%) | 433.064 | 433.064 | 433.064 | 433.064 | 433.064 | 433.064 |
Max Trade Drawdown | -1916078 | -128690 | -1897107 | -6434174 | -4693015 | -2760497 |
Profit Factor | 0.3376 | 1.0674 | 0.2098 | 0.9765 | 0.5411 | 1.7543 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 192 | 91 | 101 | 138 | 63 | 75 |
Losing Trades | 54 | 32 | 22 | 108 | 60 | 48 |
Profitability (%) | 78.0488 | 73.9837 | 82.1138 | 56.0976 | 51.2195 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.095 | 0.3754 | 0.0457 | 0.7642 | 0.5153 | 1.1227 |
Largest Winning Trade | 18245 | 17008 | 18245 | 1232274 | 641797 | 1232274 |
Largest Losing Trade | -1573268 | -66014 | -1573268 | -3561476 | -3561476 | -994612 |
Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Winners | 9 | 9 | 8 | 21 | 20 | 21 |
Avg Bars in Losers | 94 | 90 | 100 | 36 | 40 | 30 |
Bars Traded | 6853 | 3764 | 3089 | 6853 | 3764 | 3089 |
Profit Streak | 42.4122 | 78.7456 | 42.4122 | 0 | 0 | 0 |
Trades During Streak | 12 | 8 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573849 | -486802 | -574786 | -578422 | -580847 | 406845 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "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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