Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1521699.3258 | -58937.9585 | -1462761.3673 | -113781.1688 | -8059209.1902 | 7945428.0213 |
Total P&L (%) | -1521.6993 | -58.938 | -1462.7614 | -113.7812 | -8059.2092 | 7945.428 |
Avg Daily Profit (%) | -0.8148 | -0.0316 | -0.7833 | 0 | 0 | 0.2352 |
Buy And Hold Return (%) | 478.0867 | 478.0867 | 478.0867 | 478.0867 | 478.0867 | 478.0867 |
Max Trade Drawdown | -1690258 | -183439 | -1546051 | -7498758 | -8170183 | -2027212 |
Profit Factor | 0.1914 | 0.7594 | 0.1063 | 0.991 | 0.1209 | 3.2622 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 63 | 32 | 31 | 39 | 19 | 20 |
Losing Trades | 13 | 6 | 7 | 37 | 19 | 18 |
Profitability (%) | 82.8947 | 84.2105 | 81.5789 | 51.3158 | 50 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.0395 | 0.1424 | 0.024 | 0.9402 | 0.1209 | 2.936 |
Largest Winning Trade | 31491 | 31491 | 18818 | 9245088 | 285440 | 9245088 |
Largest Losing Trade | -945452 | -68317 | -945452 | -5113520 | -5113520 | -1735080 |
Avg Bars in Trades | 46 | 54 | 38 | 46 | 54 | 38 |
Avg Bars in Winners | 15 | 15 | 16 | 30 | 23 | 36 |
Avg Bars in Losers | 194 | 264 | 134 | 63 | 85 | 40 |
Bars Traded | 3522 | 2068 | 1454 | 3522 | 2068 | 1454 |
Profit Streak | 141.0471 | 141.0471 | 243.0471 | 0 | 0 | 0 |
Trades During Streak | 25 | 12 | 13 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628303 | -574841 | -575151 | -634385 | -580764 | 537447 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 203, "offset": 0 } } }
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# | 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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