Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270739.3666 | 1170483.5583 | 100255.8082 | 7488225.5815 | 5356929.8907 | 2131295.6908 |
Total P&L (%) | 1270.7394 | 1170.4836 | 100.2558 | 7488.2256 | 5356.9299 | 2131.2957 |
Avg Daily Profit (%) | 0.6986 | 0.6435 | 0.0551 | 0.2383 | 0.2201 | 0.1709 |
Buy And Hold Return (%) | 597.2766 | 597.2766 | 597.2766 | 597.2766 | 597.2766 | 597.2766 |
Max Trade Drawdown | -101943 | -101214 | -79082 | -1648631 | -1247375 | -1548462 |
Profit Factor | 3.4232 | 5.8652 | 1.3532 | 1.9221 | 2.5494 | 1.4571 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 47.2727 | 46.3415 | 48.1928 | 47.2727 | 46.3415 | 48.1928 |
Ratio Avg Win / Avg Loss | 3.8182 | 6.7913 | 1.4547 | 2.1439 | 2.9519 | 1.5664 |
Largest Winning Trade | 573913 | 573913 | 73970 | 2627867 | 1702230 | 2627867 |
Largest Losing Trade | -32637 | -30639 | -32637 | -1172631 | -489480 | -1172631 |
Avg Bars in Trades | 42 | 39 | 46 | 42 | 39 | 46 |
Avg Bars in Winners | 65 | 56 | 72 | 65 | 56 | 72 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 7092 | 3225 | 3867 | 7092 | 3225 | 3867 |
Profit Streak | 13.7336 | 0 | 21.4836 | 13.7336 | 0 | 21.4836 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475589 | 259888 | -284671 | 447057 | 258809 | 264708 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 129 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 129 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "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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