Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5138713.3992 | 5416886.5882 | -278173.189 | -82045.9225 | 3281.0112 | -85326.9336 |
Total P&L (%) | 5138.7134 | 5416.8866 | -278.1732 | -82.0459 | 3.281 | -85.3269 |
Avg Daily Profit (%) | 2.6165 | 2.7581 | -0.1416 | -0.0874 | 0.0016 | -0.0977 |
Buy And Hold Return (%) | 1806.5327 | 1806.5327 | 1806.5327 | 1806.5327 | 1806.5327 | 1806.5327 |
Max Trade Drawdown | -368724 | -130472 | -306953 | -103311 | -36846 | -91554 |
Profit Factor | 9.0023 | 22.1607 | 0.2797 | 0.5388 | 1.0486 | 0.2269 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 25.7576 | 30.303 | 21.2121 | 25.7576 | 30.303 | 21.2121 |
Ratio Avg Win / Avg Loss | 25.9477 | 50.9695 | 1.0387 | 1.5531 | 2.4117 | 0.8429 |
Largest Winning Trade | 5569303 | 5569303 | 53531 | 53736 | 53736 | 10049 |
Largest Losing Trade | -61863 | -48438 | -61863 | -29268 | -13489 | -29268 |
Avg Bars in Trades | 78 | 89 | 67 | 78 | 89 | 67 |
Avg Bars in Winners | 147 | 157 | 134 | 147 | 157 | 134 |
Avg Bars in Losers | 54 | 60 | 50 | 54 | 60 | 50 |
Bars Traded | 5201 | 2958 | 2243 | 5201 | 2958 | 2243 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135231 | 453483 | -625645 | -733253 | -530056 | -627312 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 158 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 158 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "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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