Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -395924.4614 | 42973.909 | -438898.3704 | 3528986.4106 | -3173573.4117 | 6702559.8223 |
Total P&L (%) | -395.9245 | 42.9739 | -438.8984 | 3528.9864 | -3173.5734 | 6702.5598 |
Avg Daily Profit (%) | -0.1832 | 0.0199 | -0.203 | 0.1663 | 0 | 0.1954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -624059 | -132466 | -651090 | -4954366 | -5870673 | -2264580 |
Profit Factor | 0.69 | 1.1088 | 0.5024 | 1.1802 | 0.7459 | 1.945 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 211 | 102 | 109 | 183 | 88 | 95 |
Losing Trades | 34 | 20 | 14 | 62 | 34 | 28 |
Profitability (%) | 86.1224 | 83.6066 | 88.6179 | 74.6939 | 72.1311 | 77.2358 |
Ratio Avg Win / Avg Loss | 0.1112 | 0.2174 | 0.0645 | 0.3999 | 0.2882 | 0.5733 |
Largest Winning Trade | 28404 | 28404 | 15506 | 4353983 | 886232 | 4353983 |
Largest Losing Trade | -501177 | -49602 | -501177 | -2927209 | -2927209 | -2264580 |
Avg Bars in Trades | 33 | 40 | 26 | 33 | 40 | 26 |
Avg Bars in Winners | 12 | 14 | 11 | 17 | 18 | 15 |
Avg Bars in Losers | 160 | 172 | 143 | 80 | 96 | 60 |
Bars Traded | 8164 | 4949 | 3216 | 8164 | 4949 | 3216 |
Profit Streak | 235.9545 | 235.9545 | 282.4545 | 235.9545 | 235.9545 | 282.4545 |
Trades During Streak | 33 | 16 | 19 | 33 | 16 | 19 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -572876 | -264835 | -574075 | -9869 | -576231 | 519163 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } } }
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# | 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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