Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913630.1309 | 735361.548 | 178268.5829 | 1861623.9988 | 22141486.2989 | -20279862.3 |
Total P&L (%) | 913.6301 | 735.3615 | 178.2686 | 1861.624 | 22141.4863 | -20279.8623 |
Avg Daily Profit (%) | 0.3947 | 0.3177 | 0.077 | 0.1287 | 0.2338 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185909 | -131125 | -125006 | -33978571 | -18004081 | -26808239 |
Profit Factor | 1.9717 | 2.6121 | 1.3683 | 1.0186 | 1.5631 | 0.6667 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 49.6815 | 46.1538 | 53.1646 | 49.6815 | 46.1538 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.997 | 3.0474 | 1.2054 | 1.0316 | 1.8237 | 0.5873 |
Largest Winning Trade | 365311 | 365311 | 65660 | 18111004 | 18111004 | 6791229 |
Largest Losing Trade | -66238 | -28752 | -66238 | -17591251 | -6019020 | -17591251 |
Avg Bars in Trades | 58 | 56 | 59 | 58 | 56 | 59 |
Avg Bars in Winners | 74 | 74 | 74 | 74 | 74 | 74 |
Avg Bars in Losers | 41 | 42 | 41 | 41 | 42 | 41 |
Bars Traded | 9116 | 4441 | 4675 | 9116 | 4441 | 4675 |
Profit Streak | 10.2178 | 0 | 11.2178 | 10.2178 | 0 | 11.2178 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532980 | -21928 | -115518 | -219542 | -24824 | -606688 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 82 } }, "second_band": { "type": "sinwma", "factors": { "length": 94, "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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