Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1452098.0417 | -83940.2804 | -1368157.7613 | 58714.834 | -6968241.8681 | 7026956.702 |
Total P&L (%) | -1452.098 | -83.9403 | -1368.1578 | 58.7148 | -6968.2419 | 7026.9567 |
Avg Daily Profit (%) | -0.774 | -0.0447 | -0.7293 | 0.0246 | 0 | 0.2277 |
Buy And Hold Return (%) | 308.6466 | 308.6466 | 308.6466 | 308.6466 | 308.6466 | 308.6466 |
Max Trade Drawdown | -1550186 | -189910 | -1418700 | -7676904 | -7385955 | -2650056 |
Profit Factor | 0.2131 | 0.7048 | 0.1235 | 1.0042 | 0.2697 | 2.5426 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 62 | 29 | 33 | 58 | 27 | 31 |
Losing Trades | 19 | 11 | 8 | 23 | 13 | 10 |
Profitability (%) | 76.5432 | 72.5 | 80.4878 | 71.6049 | 67.5 | 75.6098 |
Ratio Avg Win / Avg Loss | 0.0653 | 0.2673 | 0.0299 | 0.3982 | 0.1299 | 0.8202 |
Largest Winning Trade | 25057 | 20553 | 25057 | 7858370 | 747152 | 7858370 |
Largest Losing Trade | -1140843 | -62408 | -1140843 | -4856174 | -4856174 | -1930118 |
Avg Bars in Trades | 43 | 52 | 35 | 43 | 52 | 35 |
Avg Bars in Winners | 17 | 17 | 17 | 19 | 21 | 18 |
Avg Bars in Losers | 130 | 143 | 113 | 105 | 117 | 89 |
Bars Traded | 3562 | 2093 | 1469 | 3562 | 2093 | 1469 |
Profit Streak | 159.167 | 159.167 | 269.167 | 159.167 | 159.167 | 269.167 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591754 | -576421 | -575344 | -554977 | -577069 | 545795 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 153, "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) |
---|