Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2519216.2512 | 2302214.5882 | 217001.663 | 63432082.125 | -14345461.8195 | 77777543.9445 |
Total P&L (%) | 2519.2163 | 2302.2146 | 217.0017 | 63432.0821 | -14345.4618 | 77777.5439 |
Avg Daily Profit (%) | 1.405 | 1.284 | 0.121 | 0.3606 | 0 | 0.372 |
Buy And Hold Return (%) | 295.4963 | 295.4963 | 295.4963 | 295.4963 | 295.4963 | 295.4963 |
Max Trade Drawdown | -77723 | -55974 | -30471 | -79198703 | -62603475 | -28623276 |
Profit Factor | 8.565 | 12.5883 | 2.6153 | 1.3321 | 0.8809 | 2.1021 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 31.25 | 25 | 37.5 | 31.25 | 25 | 37.5 |
Ratio Avg Win / Avg Loss | 18.8429 | 37.7649 | 4.3588 | 2.9306 | 2.6427 | 3.5035 |
Largest Winning Trade | 1130172 | 1130172 | 67605 | 52882049 | 35991652 | 52882049 |
Largest Losing Trade | -13695 | -13695 | -12485 | -13589107 | -13589107 | -8935839 |
Avg Bars in Trades | 43 | 34 | 52 | 43 | 34 | 52 |
Avg Bars in Winners | 105 | 91 | 113 | 105 | 91 | 113 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 3452 | 1372 | 2080 | 3452 | 1372 | 2080 |
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 | -8849 | -7672 | -197060 | -20267 | -607786 | 312198 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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