Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2937901.0873 | -69000.346 | -2868900.7413 | 3442407.4485 | -19417772.2778 | 22860179.7262 |
Total P&L (%) | -2937.9011 | -69.0003 | -2868.9007 | 3442.4074 | -19417.7723 | 22860.1797 |
Avg Daily Profit (%) | -1.6457 | -0.0387 | -1.607 | 0.2 | 0 | 0.305 |
Buy And Hold Return (%) | 314.1761 | 314.1761 | 314.1761 | 314.1761 | 314.1761 | 314.1761 |
Max Trade Drawdown | -3058467 | -136489 | -3002641 | -33162227 | -31090755 | -13570350 |
Profit Factor | 0.1705 | 0.7653 | 0.1167 | 1.0543 | 0.5157 | 1.9833 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 46 | 21 | 25 | 48 | 22 | 26 |
Losing Trades | 36 | 20 | 16 | 34 | 19 | 15 |
Profitability (%) | 56.0976 | 51.2195 | 60.9756 | 58.5366 | 53.6585 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.1335 | 0.7289 | 0.0747 | 0.7468 | 0.4454 | 1.1442 |
Largest Winning Trade | 63293 | 63293 | 44543 | 10652046 | 7820906 | 10652046 |
Largest Losing Trade | -1747635 | -54779 | -1747635 | -13856524 | -13856524 | -9997491 |
Avg Bars in Trades | 76 | 48 | 105 | 76 | 48 | 105 |
Avg Bars in Winners | 52 | 31 | 69 | 59 | 35 | 79 |
Avg Bars in Losers | 108 | 66 | 161 | 101 | 63 | 149 |
Bars Traded | 6308 | 1985 | 4323 | 6308 | 1985 | 4323 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -588765 | -580584 | -579319 | -161771 | -580268 | 481193 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 240, "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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