Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409757.1789 | 533686.3556 | -123929.1766 | -110168.7947 | 76144.2073 | -186313.002 |
Total P&L (%) | 409.7572 | 533.6864 | -123.9292 | -110.1688 | 76.1442 | -186.313 |
Avg Daily Profit (%) | 0.2123 | 0.2765 | -0.0642 | 0 | 0.0293 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264567 | -175482 | -213677 | -236678 | -84059 | -206546 |
Profit Factor | 1.3136 | 1.833 | 0.814 | 0.7986 | 1.402 | 0.4792 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 148 | 69 | 79 | 181 | 98 | 83 |
Losing Trades | 179 | 95 | 84 | 146 | 66 | 80 |
Profitability (%) | 45.2599 | 42.0732 | 48.4663 | 55.3517 | 59.7561 | 50.9202 |
Ratio Avg Win / Avg Loss | 1.5887 | 2.5238 | 0.8655 | 0.6442 | 0.9442 | 0.4618 |
Largest Winning Trade | 579549 | 579549 | 39090 | 34780 | 34780 | 31209 |
Largest Losing Trade | -126310 | -45489 | -126310 | -166854 | -63285 | -166854 |
Avg Bars in Trades | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Winners | 29 | 27 | 32 | 18 | 17 | 18 |
Avg Bars in Losers | 17 | 16 | 19 | 29 | 25 | 32 |
Bars Traded | 7585 | 3440 | 4145 | 7585 | 3440 | 4145 |
Profit Streak | 0 | 0 | 23.8729 | 20.8729 | 25.8729 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329327 | 348045 | -580253 | -577544 | -151793 | -580082 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 79 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 79 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "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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