Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2842797.364 | -107780.0127 | -2735017.3513 | 194.6297 | 1939948.0847 | -1939753.455 |
Total P&L (%) | -2842.7974 | -107.78 | -2735.0174 | 0.1946 | 1939.9481 | -1939.7535 |
Avg Daily Profit (%) | -1.5391 | -0.0584 | -1.4808 | 0.0001 | 0.1634 | 0 |
Buy And Hold Return (%) | 217.8685 | 217.8685 | 217.8685 | 217.8685 | 217.8685 | 217.8685 |
Max Trade Drawdown | -345198 | -128210 | -274713 | -822230 | -693569 | -490799 |
Profit Factor | 0.134 | 0.6625 | 0.077 | 1 | 2.1815 | 0.4611 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 63 | 29 | 34 | 47 | 24 | 23 |
Losing Trades | 24 | 14 | 10 | 40 | 19 | 21 |
Profitability (%) | 72.4138 | 67.4419 | 77.2727 | 54.023 | 55.814 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.051 | 0.3198 | 0.0227 | 0.8511 | 1.727 | 0.421 |
Largest Winning Trade | 28064 | 28064 | 22485 | 1110124 | 1110124 | 639648 |
Largest Losing Trade | -2570200 | -76245 | -2570200 | -2570200 | -393598 | -2570200 |
Avg Bars in Trades | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Winners | 12 | 12 | 12 | 41 | 47 | 34 |
Avg Bars in Losers | 116 | 105 | 130 | 40 | 36 | 44 |
Bars Traded | 3556 | 1832 | 1724 | 3556 | 1832 | 1724 |
Profit Streak | 7.8758 | 0 | 105.3758 | 7.8758 | 0 | 105.3758 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576686 | -578466 | -575752 | -579167 | 456475 | -578993 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 124, "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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