Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1033379.9259 | 60938.6608 | -1094318.5867 | -1570228.0163 | -5577736.9246 | 4007508.9084 |
Total P&L (%) | -1033.3799 | 60.9387 | -1094.3186 | -1570.228 | -5577.7369 | 4007.5089 |
Avg Daily Profit (%) | -0.5693 | 0.0336 | -0.6028 | 0 | 0 | 0.2049 |
Buy And Hold Return (%) | 581.028 | 581.028 | 581.028 | 581.028 | 581.028 | 581.028 |
Max Trade Drawdown | -1172117 | -147979 | -1171356 | -12743763 | -9388279 | -3886986 |
Profit Factor | 0.4008 | 1.2038 | 0.2323 | 0.9337 | 0.5768 | 1.3822 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 23 | 24 | 34 | 16 | 18 |
Losing Trades | 25 | 13 | 12 | 38 | 20 | 18 |
Profitability (%) | 65.2778 | 63.8889 | 66.6667 | 47.2222 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 0.2132 | 0.6804 | 0.1162 | 1.0435 | 0.721 | 1.3822 |
Largest Winning Trade | 53561 | 53561 | 37793 | 7855911 | 2197318 | 7855911 |
Largest Losing Trade | -669969 | -72912 | -669969 | -7760791 | -7760791 | -2057311 |
Avg Bars in Trades | 146 | 148 | 144 | 146 | 148 | 144 |
Avg Bars in Winners | 85 | 85 | 86 | 152 | 173 | 134 |
Avg Bars in Losers | 261 | 259 | 262 | 140 | 128 | 155 |
Bars Traded | 10557 | 5343 | 5214 | 10557 | 5343 | 5214 |
Profit Streak | 0 | 0 | 0 | 101.739 | 140.9057 | 101.739 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662297 | -314197 | -578619 | -662613 | -581979 | 329589 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 191, "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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