Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8193044.0626 | 256859.0645 | -8449903.127 | 56781356.5191 | -470724929.1873 | 527506285.7064 |
Total P&L (%) | -8193.0441 | 256.8591 | -8449.9031 | 56781.3565 | -470724.9292 | 527506.2857 |
Avg Daily Profit (%) | -3.6098 | 0.1132 | -3.723 | 0.2799 | 0 | 0.3783 |
Buy And Hold Return (%) | 12106.8493 | 12106.8493 | 12106.8493 | 12106.8493 | 12106.8493 | 12106.8493 |
Max Trade Drawdown | -8490279 | -46116 | -8532677 | -869139869 | -509562350 | -496673407 |
Profit Factor | 0.0794 | 2.9655 | 0.0364 | 1.0473 | 0.3011 | 1.9997 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 23 | 21 | 24 | 12 | 12 |
Losing Trades | 16 | 7 | 9 | 36 | 18 | 18 |
Profitability (%) | 73.3333 | 76.6667 | 70 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 0.0289 | 0.9025 | 0.0156 | 1.5709 | 0.4516 | 2.9996 |
Largest Winning Trade | 62387 | 62387 | 44557 | 724557528 | 63941247 | 724557528 |
Largest Losing Trade | -8490279 | -44361 | -8490279 | -144977065 | -144977065 | -129462770 |
Avg Bars in Trades | 103 | 85 | 121 | 103 | 85 | 121 |
Avg Bars in Winners | 76 | 60 | 95 | 130 | 121 | 139 |
Avg Bars in Losers | 176 | 168 | 182 | 85 | 61 | 109 |
Bars Traded | 6211 | 2568 | 3643 | 6211 | 2568 | 3643 |
Profit Streak | 69.3892 | 133.7226 | 0 | 69.3892 | 133.7226 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750694 | -200435 | -578232 | -337412 | -583754 | 339312 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 245, "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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