Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1449094.6596 | 165606.1562 | -1614700.8158 | 124271.4386 | -5972899.6735 | 6097171.112 |
Total P&L (%) | -1449.0947 | 165.6062 | -1614.7008 | 124.2714 | -5972.8997 | 6097.1711 |
Avg Daily Profit (%) | -0.7378 | 0.0843 | -0.8221 | 0.0411 | 0 | 0.2103 |
Buy And Hold Return (%) | 1349.1979 | 1349.1979 | 1349.1979 | 1349.1979 | 1349.1979 | 1349.1979 |
Max Trade Drawdown | -1576201 | -77904 | -1691800 | -10992466 | -6503188 | -5913649 |
Profit Factor | 0.4042 | 1.4411 | 0.215 | 1.0049 | 0.4976 | 1.447 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 139 | 69 | 70 | 123 | 59 | 64 |
Losing Trades | 51 | 26 | 25 | 67 | 36 | 31 |
Profitability (%) | 73.1579 | 72.6316 | 73.6842 | 64.7368 | 62.1053 | 67.3684 |
Ratio Avg Win / Avg Loss | 0.1483 | 0.543 | 0.0768 | 0.5474 | 0.3036 | 0.7009 |
Largest Winning Trade | 53455 | 53455 | 23186 | 16222453 | 2911667 | 16222453 |
Largest Losing Trade | -1477751 | -56602 | -1477751 | -2504307 | -2504307 | -2337028 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 9 | 9 | 8 | 10 | 10 | 10 |
Avg Bars in Losers | 50 | 51 | 49 | 38 | 38 | 38 |
Bars Traded | 3826 | 1975 | 1851 | 3826 | 1975 | 1851 |
Profit Streak | 409.1235 | 0 | 565.6235 | 409.1235 | 0 | 565.6235 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575917 | -243687 | -576051 | -516810 | -579231 | 345198 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 54, "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) |
---|