Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1569545.7623 | -95584.8021 | -1473960.9602 | 64564.9362 | -4155077.5683 | 4219642.5045 |
Total P&L (%) | -1569.5458 | -95.5848 | -1473.961 | 64.5649 | -4155.0776 | 4219.6425 |
Avg Daily Profit (%) | -0.8322 | -0.0507 | -0.7815 | 0.0264 | 0 | 0.1999 |
Buy And Hold Return (%) | 345.5274 | 345.5274 | 345.5274 | 345.5274 | 345.5274 | 345.5274 |
Max Trade Drawdown | -1668765 | -180317 | -1521655 | -4972060 | -4789124 | -2055709 |
Profit Factor | 0.2034 | 0.6664 | 0.1246 | 1.0068 | 0.3134 | 2.2093 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 68 | 33 | 35 | 66 | 31 | 35 |
Losing Trades | 24 | 13 | 11 | 26 | 15 | 11 |
Profitability (%) | 73.913 | 71.7391 | 76.087 | 71.7391 | 67.3913 | 76.087 |
Ratio Avg Win / Avg Loss | 0.0718 | 0.2625 | 0.0391 | 0.3966 | 0.1516 | 0.6944 |
Largest Winning Trade | 25057 | 20553 | 25057 | 4929165 | 470535 | 4929165 |
Largest Losing Trade | -1227820 | -62408 | -1227820 | -3155923 | -3155923 | -1655588 |
Avg Bars in Trades | 38 | 45 | 31 | 38 | 45 | 31 |
Avg Bars in Winners | 12 | 14 | 11 | 17 | 16 | 17 |
Avg Bars in Losers | 113 | 126 | 98 | 93 | 106 | 76 |
Bars Traded | 3580 | 2114 | 1467 | 3580 | 2114 | 1467 |
Profit Streak | 127.8126 | 168.8126 | 127.8126 | 127.8126 | 168.8126 | 127.8126 |
Trades During Streak | 13 | 7 | 6 | 13 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575487 | -576418 | -575870 | -533103 | -576982 | 517334 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 149, "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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