Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676347.9188 | 783857.7737 | -107509.8549 | -88506.06 | 39391.8938 | -127897.9538 |
Total P&L (%) | 676.3479 | 783.8578 | -107.5099 | -88.5061 | 39.3919 | -127.898 |
Avg Daily Profit (%) | 0.3246 | 0.3763 | -0.0516 | -0.1038 | 0.0159 | 0 |
Buy And Hold Return (%) | 69.0056 | 69.0056 | 69.0056 | 69.0056 | 69.0056 | 69.0056 |
Max Trade Drawdown | -269850 | -114947 | -183525 | -1061921 | -517397 | -744068 |
Profit Factor | 1.516 | 2.3227 | 0.8503 | 0.9713 | 1.028 | 0.9238 |
Total Trades | 600 | 300 | 300 | 600 | 300 | 300 |
Winning Trades | 278 | 140 | 138 | 278 | 140 | 138 |
Losing Trades | 322 | 160 | 162 | 322 | 160 | 162 |
Profitability (%) | 46.3333 | 46.6667 | 46 | 46.3333 | 46.6667 | 46 |
Ratio Avg Win / Avg Loss | 1.756 | 2.6545 | 0.9981 | 1.1251 | 1.1748 | 1.0845 |
Largest Winning Trade | 846950 | 846950 | 47486 | 484645 | 484645 | 157734 |
Largest Losing Trade | -71145 | -34849 | -71145 | -493773 | -232464 | -493773 |
Avg Bars in Trades | 40 | 38 | 43 | 40 | 38 | 43 |
Avg Bars in Winners | 47 | 44 | 51 | 47 | 44 | 51 |
Avg Bars in Losers | 35 | 33 | 36 | 35 | 33 | 36 |
Bars Traded | 24565 | 11604 | 12961 | 24565 | 11604 | 12961 |
Profit Streak | 0 | 0 | 9.9601 | 0 | 0 | 9.9601 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479777 | 492634 | -580656 | -577402 | -527376 | -578989 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 244 } }, "second_band": { "type": "sinwma", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 244 } }, "second_band": { "type": "sinwma", "factors": { "length": 200, "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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