Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1801225.8061 | 1677295.2082 | 123930.5979 | 94953320.7951 | 66041469.8966 | 28911850.8985 |
Total P&L (%) | 1801.2258 | 1677.2952 | 123.9306 | 94953.3208 | 66041.4699 | 28911.8509 |
Avg Daily Profit (%) | 0.7961 | 0.7413 | 0.0548 | 0.3035 | 0.2875 | 0.2509 |
Buy And Hold Return (%) | 9403.8093 | 9403.8093 | 9403.8093 | 9403.8093 | 9403.8093 | 9403.8093 |
Max Trade Drawdown | -267019 | -197654 | -71432 | -97676448 | -69659714 | -35664298 |
Profit Factor | 2.4981 | 3.4638 | 1.2376 | 1.2334 | 1.2677 | 1.1806 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 146 | 63 | 83 | 146 | 63 | 83 |
Losing Trades | 205 | 112 | 93 | 205 | 112 | 93 |
Profitability (%) | 41.5954 | 36 | 47.1591 | 41.5954 | 36 | 47.1591 |
Ratio Avg Win / Avg Loss | 3.5077 | 6.1579 | 1.3867 | 1.7318 | 2.2537 | 1.3228 |
Largest Winning Trade | 518241 | 518241 | 38315 | 62540405 | 62540405 | 28196519 |
Largest Losing Trade | -25848 | -21133 | -25848 | -28222874 | -28222874 | -17302601 |
Avg Bars in Trades | 12 | 18 | 7 | 12 | 18 | 7 |
Avg Bars in Winners | 15 | 25 | 8 | 15 | 25 | 8 |
Avg Bars in Losers | 10 | 14 | 5 | 10 | 14 | 5 |
Bars Traded | 4476 | 3209 | 1267 | 4476 | 3209 | 1267 |
Profit Streak | 0 | 19.9995 | 0 | 0 | 19.9995 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149038 | -150738 | -286307 | 307983 | 199175 | -16937 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 22, "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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