Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2295451.3524 | -77623.722 | -2217827.6304 | -1215.9965 | 5230820.2831 | -5232036.2796 |
Total P&L (%) | -2295.4514 | -77.6237 | -2217.8276 | -1.216 | 5230.8203 | -5232.0363 |
Avg Daily Profit (%) | -1.2293 | -0.0416 | -1.1878 | -0.0007 | 0.2132 | 0 |
Buy And Hold Return (%) | 519.1694 | 519.1694 | 519.1694 | 519.1694 | 519.1694 | 519.1694 |
Max Trade Drawdown | -2433792 | -165470 | -2315148 | -4939945 | -573707 | -7774534 |
Profit Factor | 0.2092 | 0.7395 | 0.1486 | 0.9999 | 4.0599 | 0.5689 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 50 | 22 | 28 | 40 | 25 | 15 |
Losing Trades | 31 | 18 | 13 | 41 | 15 | 26 |
Profitability (%) | 61.7284 | 55 | 68.2927 | 49.3827 | 62.5 | 36.5854 |
Ratio Avg Win / Avg Loss | 0.1297 | 0.605 | 0.069 | 1.0249 | 2.4359 | 0.986 |
Largest Winning Trade | 31576 | 22767 | 31576 | 2823397 | 2429951 | 2823397 |
Largest Losing Trade | -1617063 | -56578 | -1617063 | -3801575 | -471997 | -3801575 |
Avg Bars in Trades | 89 | 93 | 85 | 89 | 93 | 85 |
Avg Bars in Winners | 53 | 52 | 53 | 109 | 108 | 109 |
Avg Bars in Losers | 148 | 143 | 155 | 70 | 68 | 72 |
Bars Traded | 7270 | 3745 | 3524 | 7270 | 3745 | 3524 |
Profit Streak | 57.6649 | 80.6649 | 57.6649 | 57.6649 | 80.6649 | 57.6649 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593799 | -579139 | -577391 | -594170 | 643212 | -584979 |
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{ "first_band": { "type": "midprice", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 120, "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) |
---|