Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1719390.1849 | -93461.4757 | -1625928.7092 | -219769.1687 | 9158095.7678 | -9377864.9365 |
Total P&L (%) | -1719.3902 | -93.4615 | -1625.9287 | -219.7692 | 9158.0958 | -9377.8649 |
Avg Daily Profit (%) | -0.9176 | -0.0499 | -0.8677 | 0 | 0.242 | 0 |
Buy And Hold Return (%) | 527.0066 | 527.0066 | 527.0066 | 527.0066 | 527.0066 | 527.0066 |
Max Trade Drawdown | -1906701 | -220796 | -1725325 | -9661600 | -1110482 | -10846132 |
Profit Factor | 0.2604 | 0.7659 | 0.1556 | 0.988 | 3.8717 | 0.3807 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 132 | 59 | 73 | 72 | 43 | 29 |
Losing Trades | 45 | 29 | 16 | 105 | 45 | 60 |
Profitability (%) | 74.5763 | 67.0455 | 82.0225 | 40.678 | 48.8636 | 32.5843 |
Ratio Avg Win / Avg Loss | 0.0888 | 0.3765 | 0.0341 | 1.4409 | 4.0518 | 0.7877 |
Largest Winning Trade | 28861 | 28861 | 15304 | 4372623 | 4372623 | 3039338 |
Largest Losing Trade | -1031255 | -58190 | -1031255 | -7038746 | -897914 | -7038746 |
Avg Bars in Trades | 40 | 48 | 33 | 40 | 48 | 33 |
Avg Bars in Winners | 11 | 11 | 11 | 75 | 86 | 58 |
Avg Bars in Losers | 127 | 124 | 133 | 17 | 12 | 20 |
Bars Traded | 7252 | 4303 | 2949 | 7252 | 4303 | 2949 |
Profit Streak | 23.879 | 0 | 50.379 | 0 | 37.379 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576120 | -578609 | -575181 | -581809 | 545315 | -587867 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 200, "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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