Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1737674.678 | 70517.6138 | -1808192.2918 | -83496.9333 | -6377138.625 | 6293641.6917 |
Total P&L (%) | -1737.6747 | 70.5176 | -1808.1923 | -83.4969 | -6377.1386 | 6293.6417 |
Avg Daily Profit (%) | -0.8852 | 0.0359 | -0.9211 | -0.0917 | 0 | 0.212 |
Buy And Hold Return (%) | 1463.2468 | 1463.2468 | 1463.2468 | 1463.2468 | 1463.2468 | 1463.2468 |
Max Trade Drawdown | -1862773 | -133616 | -1878689 | -11240044 | -6484504 | -5542904 |
Profit Factor | 0.3515 | 1.1578 | 0.1902 | 0.995 | 0.2011 | 1.7332 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 252 | 126 | 126 | 224 | 111 | 113 |
Losing Trades | 74 | 37 | 37 | 102 | 52 | 50 |
Profitability (%) | 77.3006 | 77.3006 | 77.3006 | 68.7117 | 68.0982 | 69.3252 |
Ratio Avg Win / Avg Loss | 0.1032 | 0.34 | 0.0558 | 0.4531 | 0.0942 | 0.7669 |
Largest Winning Trade | 30481 | 30481 | 18074 | 13812515 | 442584 | 13812515 |
Largest Losing Trade | -1612109 | -57982 | -1612109 | -2814325 | -2048245 | -2814325 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 12 | 12 | 11 | 13 | 12 | 14 |
Avg Bars in Losers | 114 | 119 | 109 | 83 | 86 | 79 |
Bars Traded | 11478 | 5932 | 5546 | 11478 | 5932 | 5546 |
Profit Streak | 411.072 | 0 | 484.572 | 411.072 | 0 | 484.572 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574948 | -355470 | -575586 | -576062 | -578133 | 390652 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 154, "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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