Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1632577.1875 | 136523.5776 | -1769100.7651 | -64968.1177 | -6789021.6383 | 6724053.5206 |
Total P&L (%) | -1632.5772 | 136.5236 | -1769.1008 | -64.9681 | -6789.0216 | 6724.0535 |
Avg Daily Profit (%) | -0.8317 | 0.0695 | -0.9012 | -0.0534 | 0 | 0.2154 |
Buy And Hold Return (%) | 803.3333 | 803.3333 | 803.3333 | 803.3333 | 803.3333 | 803.3333 |
Max Trade Drawdown | -1767402 | -117315 | -1845643 | -11486727 | -6995366 | -5342246 |
Profit Factor | 0.4007 | 1.2893 | 0.2145 | 0.9966 | 0.316 | 1.7203 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 250 | 125 | 125 | 228 | 113 | 115 |
Losing Trades | 78 | 39 | 39 | 100 | 51 | 49 |
Profitability (%) | 76.2195 | 76.2195 | 76.2195 | 69.5122 | 68.9024 | 70.122 |
Ratio Avg Win / Avg Loss | 0.125 | 0.4022 | 0.0669 | 0.4371 | 0.1426 | 0.733 |
Largest Winning Trade | 38165 | 38165 | 23186 | 14140730 | 1109278 | 14140730 |
Largest Losing Trade | -1612109 | -58868 | -1612109 | -2220037 | -2096916 | -2220037 |
Avg Bars in Trades | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Winners | 12 | 12 | 11 | 13 | 13 | 13 |
Avg Bars in Losers | 107 | 110 | 104 | 84 | 86 | 81 |
Bars Traded | 11479 | 5927 | 5552 | 11479 | 5927 | 5552 |
Profit Streak | 407.6565 | 0 | 483.1565 | 407.6565 | 0 | 483.1565 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575078 | -263799 | -575703 | -575948 | -578024 | 465684 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 148, "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) |
---|