Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1824771.2445 | 284807.7152 | -2109578.9597 | -84148356.4087 | 80386087.0746 | -164534443.4833 |
Total P&L (%) | -1824.7712 | 284.8077 | -2109.579 | -84148.3564 | 80386.0871 | -164534.4435 |
Avg Daily Profit (%) | -0.8085 | 0.1262 | -0.9347 | 0 | 0.2969 | 0 |
Buy And Hold Return (%) | 9896.5511 | 9896.5511 | 9896.5511 | 9896.5511 | 9896.5511 | 9896.5511 |
Max Trade Drawdown | -2075648 | -68468 | -2197592 | -236181892 | -34532714 | -253139634 |
Profit Factor | 0.3068 | 2.4609 | 0.1346 | 0.7698 | 1.9828 | 0.4201 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 20 | 18 | 36 | 19 | 17 |
Losing Trades | 25 | 11 | 14 | 27 | 12 | 15 |
Profitability (%) | 60.3175 | 64.5161 | 56.25 | 57.1429 | 61.2903 | 53.125 |
Ratio Avg Win / Avg Loss | 0.2019 | 1.3535 | 0.1047 | 0.5773 | 1.2523 | 0.3706 |
Largest Winning Trade | 140627 | 140627 | 46585 | 32494890 | 32494890 | 23447808 |
Largest Losing Trade | -1755521 | -37342 | -1755521 | -123993479 | -22395115 | -123993479 |
Avg Bars in Trades | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Winners | 61 | 65 | 58 | 67 | 73 | 62 |
Avg Bars in Losers | 75 | 70 | 80 | 66 | 57 | 74 |
Bars Traded | 4248 | 2080 | 2168 | 4248 | 2080 | 2168 |
Profit Streak | 130.1915 | 130.1915 | 200.6915 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729022 | -183952 | -578639 | -730851 | 466032 | -580405 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 199, "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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