Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -650049.4705 | 169421.7242 | -819471.1947 | -2302794.6698 | -8208820.6991 | 5906026.0293 |
Total P&L (%) | -650.0495 | 169.4217 | -819.4712 | -2302.7947 | -8208.8207 | 5906.026 |
Avg Daily Profit (%) | -0.3581 | 0.0933 | -0.4514 | 0 | 0 | 0.2258 |
Buy And Hold Return (%) | 600.9244 | 600.9244 | 600.9244 | 600.9244 | 600.9244 | 600.9244 |
Max Trade Drawdown | -776624 | -117807 | -873161 | -18742143 | -13193505 | -6592280 |
Profit Factor | 0.5502 | 1.5853 | 0.2909 | 0.9402 | 0.5953 | 1.324 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 24 | 21 | 38 | 16 | 22 |
Losing Trades | 35 | 16 | 19 | 42 | 24 | 18 |
Profitability (%) | 56.25 | 60 | 52.5 | 47.5 | 40 | 55 |
Ratio Avg Win / Avg Loss | 0.4279 | 1.0569 | 0.2632 | 1.0392 | 0.8929 | 1.0833 |
Largest Winning Trade | 78344 | 78344 | 55204 | 15072604 | 2514167 | 15072604 |
Largest Losing Trade | -423947 | -77994 | -423947 | -10957081 | -10957081 | -5044502 |
Avg Bars in Trades | 44 | 51 | 37 | 44 | 51 | 37 |
Avg Bars in Winners | 27 | 36 | 17 | 41 | 53 | 32 |
Avg Bars in Losers | 66 | 75 | 58 | 47 | 50 | 42 |
Bars Traded | 3556 | 2067 | 1489 | 3556 | 2067 | 1489 |
Profit Streak | 8.1116 | 16.6116 | 0 | 0 | 0 | 160.6116 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -603071 | -230432 | -580425 | -603861 | -584638 | 379725 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 72, "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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