Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1624217.5027 | 70039.1043 | -1694256.607 | -2456806.1029 | -30336837.7614 | 27880031.6585 |
Total P&L (%) | -1624.2175 | 70.0391 | -1694.2566 | -2456.8061 | -30336.8378 | 27880.0317 |
Avg Daily Profit (%) | -0.8732 | 0.0377 | -0.9109 | 0 | 0 | 0.3034 |
Buy And Hold Return (%) | 10816.3255 | 10816.3255 | 10816.3255 | 10816.3255 | 10816.3255 | 10816.3255 |
Max Trade Drawdown | -1763151 | -146019 | -1747757 | -35487616 | -31096442 | -10555816 |
Profit Factor | 0.2368 | 1.3299 | 0.1157 | 0.9549 | 0.1799 | 2.5915 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 67 | 34 | 33 | 38 | 18 | 20 |
Losing Trades | 21 | 10 | 11 | 50 | 26 | 24 |
Profitability (%) | 76.1364 | 77.2727 | 75 | 43.1818 | 40.9091 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.0742 | 0.3911 | 0.0386 | 1.2565 | 0.2598 | 3.1098 |
Largest Winning Trade | 37927 | 37927 | 22626 | 31873946 | 1773335 | 31873946 |
Largest Losing Trade | -1032625 | -58515 | -1032625 | -14022876 | -14022876 | -8507621 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 15 | 18 | 12 | 37 | 30 | 42 |
Avg Bars in Losers | 112 | 102 | 121 | 39 | 41 | 37 |
Bars Traded | 3393 | 1643 | 1750 | 3393 | 1643 | 1750 |
Profit Streak | 100.2135 | 147.7135 | 100.2135 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575520 | -305221 | -576918 | -581527 | -584254 | 312016 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "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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