Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407099.6921 | 1404360.9589 | 2738.7332 | 11550820.2051 | 27015960.1222 | -15465139.9171 |
Total P&L (%) | 1407.0997 | 1404.361 | 2.7387 | 11550.8202 | 27015.9601 | -15465.1399 |
Avg Daily Profit (%) | 0.7573 | 0.7558 | 0.0015 | 0.2564 | 0.302 | 0 |
Buy And Hold Return (%) | 6873.9438 | 6873.9438 | 6873.9438 | 6873.9438 | 6873.9438 | 6873.9438 |
Max Trade Drawdown | -77869 | -38880 | -135401 | -16868886 | -5944893 | -23267125 |
Profit Factor | 3.2848 | 7.6091 | 1.0068 | 1.2133 | 2.4126 | 0.5584 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Profitability (%) | 46.2366 | 48.3871 | 44.086 | 46.2366 | 48.3871 | 44.086 |
Ratio Avg Win / Avg Loss | 3.8195 | 8.1163 | 1.2769 | 1.4108 | 2.5735 | 0.7083 |
Largest Winning Trade | 652726 | 652726 | 66753 | 16799360 | 16799360 | 3580938 |
Largest Losing Trade | -40926 | -26264 | -40926 | -4946245 | -3627575 | -4946245 |
Avg Bars in Trades | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Winners | 85 | 96 | 73 | 85 | 96 | 73 |
Avg Bars in Losers | 34 | 23 | 44 | 34 | 23 | 44 |
Bars Traded | 10822 | 5490 | 5332 | 10822 | 5490 | 5332 |
Profit Streak | 18.0314 | 0 | 18.3647 | 18.0314 | 0 | 18.3647 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146622 | -145394 | -571719 | -870 | 370385 | -582820 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 190 } }, "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) |
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