Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429616.4138 | 383940.6039 | 45675.8099 | 68532.4199 | -5457.4899 | 73989.9097 |
Total P&L (%) | 429.6164 | 383.9406 | 45.6758 | 68.5324 | -5.4575 | 73.9899 |
Avg Daily Profit (%) | 0.2297 | 0.2053 | 0.0244 | 0.0279 | -0.003 | 0.0296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258822 | -180042 | -122831 | -5559619 | -4553620 | -1368137 |
Profit Factor | 1.5724 | 2.0396 | 1.1198 | 1.0075 | 0.999 | 1.0195 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 54.6392 | 54.6392 | 54.6392 | 54.6392 | 54.6392 | 54.6392 |
Ratio Avg Win / Avg Loss | 1.3054 | 1.6933 | 0.9296 | 0.8364 | 0.8293 | 0.8464 |
Largest Winning Trade | 261200 | 261200 | 40811 | 2508473 | 2508473 | 718310 |
Largest Losing Trade | -49778 | -43381 | -49778 | -1899666 | -1899666 | -755974 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 19 | 17 | 20 | 19 | 17 | 20 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 3493 | 1691 | 1801 | 3493 | 1691 | 1801 |
Profit Streak | 50.0431 | 88.0431 | 50.0431 | 50.0431 | 88.0431 | 50.0431 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470495 | 490288 | -250813 | -366161 | -578701 | -352490 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 136 } }, "second_band": { "type": "sinwma", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 136 } }, "second_band": { "type": "sinwma", "factors": { "length": 212, "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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