Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253714.066 | 39434.7558 | 214279.3102 | 124717.7088 | -274611.8683 | 399329.5771 |
Total P&L (%) | 253.7141 | 39.4348 | 214.2793 | 124.7177 | -274.6119 | 399.3296 |
Avg Daily Profit (%) | 0.1516 | 0.0236 | 0.128 | 0.0484 | 0 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115728 | -130612 | -32991 | -554179 | -615782 | -28887 |
Profit Factor | 1.8104 | 1.1492 | 5.4018 | 1.1558 | 0.6379 | 10.4485 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 82.7957 | 80.4348 | 85.1064 | 82.7957 | 80.4348 | 85.1064 |
Ratio Avg Win / Avg Loss | 0.3762 | 0.2795 | 0.9453 | 0.2402 | 0.1552 | 1.8285 |
Largest Winning Trade | 38249 | 38249 | 36646 | 71338 | 71338 | 60266 |
Largest Losing Trade | -79266 | -79266 | -23923 | -486599 | -486599 | -18774 |
Avg Bars in Trades | 33 | 47 | 19 | 33 | 47 | 19 |
Avg Bars in Winners | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Losers | 142 | 192 | 78 | 142 | 192 | 78 |
Bars Traded | 3077 | 2165 | 913 | 3077 | 2165 | 913 |
Profit Streak | 29.6413 | 29.6413 | 297.6413 | 29.6413 | 29.6413 | 297.6413 |
Trades During Streak | 3 | 1 | 12 | 3 | 1 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504587 | -217235 | -10498 | -172962 | -576233 | -49822 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 224, "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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