Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452818.5797 | 381394.0435 | 71424.5362 | 82814.9425 | 44840.9714 | 37973.971 |
Total P&L (%) | 452.8186 | 381.394 | 71.4245 | 82.8149 | 44.841 | 37.974 |
Avg Daily Profit (%) | 0.1975 | 0.1663 | 0.0311 | 0.0263 | 0.0162 | 0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142318 | -126484 | -160029 | -578501 | -427605 | -248401 |
Profit Factor | 1.376 | 1.5689 | 1.1337 | 1.0498 | 1.0424 | 1.063 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 165 | 78 | 87 | 165 | 78 | 87 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 52.7157 | 49.6815 | 55.7692 | 52.7157 | 49.6815 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.2342 | 1.589 | 0.8992 | 0.9417 | 1.0557 | 0.8431 |
Largest Winning Trade | 121522 | 121522 | 40465 | 281337 | 281337 | 52844 |
Largest Losing Trade | -69907 | -65320 | -69907 | -399885 | -399885 | -134262 |
Avg Bars in Trades | 14 | 16 | 11 | 14 | 16 | 11 |
Avg Bars in Winners | 14 | 16 | 13 | 14 | 16 | 13 |
Avg Bars in Losers | 13 | 16 | 9 | 13 | 16 | 9 |
Bars Traded | 4421 | 2599 | 1822 | 4421 | 2599 | 1822 |
Profit Streak | 42.7433 | 42.7433 | 169.7433 | 42.7433 | 42.7433 | 169.7433 |
Trades During Streak | 8 | 4 | 9 | 8 | 4 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433426 | 435320 | -223552 | -321195 | -345067 | -326588 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 74 } }, "second_band": { "type": "sinwma", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 74 } }, "second_band": { "type": "sinwma", "factors": { "length": 160, "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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