Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2720487.9042 | 87953.7368 | -2808441.6409 | -8922085.9425 | 539343934.5798 | -548266020.5223 |
Total P&L (%) | -2720.4879 | 87.9537 | -2808.4416 | -8922.0859 | 539343.9346 | -548266.0205 |
Avg Daily Profit (%) | -1.3314 | 0.043 | -1.3744 | 0 | 0.4214 | 0 |
Buy And Hold Return (%) | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 |
Max Trade Drawdown | -2850825 | -123684 | -2906320 | -909754189 | -170793040 | -810532997 |
Profit Factor | 0.2329 | 1.2382 | 0.1161 | 0.9923 | 2.7976 | 0.3574 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 51 | 21 | 30 | 41 | 21 | 20 |
Losing Trades | 30 | 19 | 11 | 40 | 19 | 21 |
Profitability (%) | 62.963 | 52.5 | 73.1707 | 50.6173 | 52.5 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.137 | 1.1203 | 0.0426 | 0.9681 | 2.5311 | 0.3753 |
Largest Winning Trade | 92387 | 92387 | 51183 | 355237708 | 355237708 | 138555526 |
Largest Losing Trade | -1492073 | -74314 | -1492073 | -613195715 | -150937946 | -613195715 |
Avg Bars in Trades | 73 | 77 | 69 | 73 | 77 | 69 |
Avg Bars in Winners | 35 | 45 | 29 | 78 | 86 | 69 |
Avg Bars in Losers | 137 | 113 | 178 | 68 | 67 | 68 |
Bars Traded | 5940 | 3100 | 2840 | 5940 | 3100 | 2840 |
Profit Streak | 339.5269 | 395.5269 | 339.5269 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593733 | -300170 | -576773 | -596975 | 562389 | -581216 |
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{ "first_band": { "type": "ema", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 5, "offset": 107 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 5, "offset": 107 } } }
# | 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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