Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1814037.8201 | 1644471.7312 | 169566.0889 | 11519204.2032 | 2196330.2675 | 9322873.9357 |
Total P&L (%) | 1814.0378 | 1644.4717 | 169.5661 | 11519.2042 | 2196.3303 | 9322.8739 |
Avg Daily Profit (%) | 0.9629 | 0.8729 | 0.09 | 0.2527 | 0.1665 | 0.2416 |
Buy And Hold Return (%) | 460.1062 | 460.1062 | 460.1062 | 460.1062 | 460.1062 | 460.1062 |
Max Trade Drawdown | -76217 | -44451 | -75100 | -11757276 | -4702726 | -10769096 |
Profit Factor | 7.0284 | 14.8894 | 1.929 | 1.3973 | 1.1782 | 1.5593 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 56.962 | 45 | 69.2308 | 56.962 | 45 | 69.2308 |
Ratio Avg Win / Avg Loss | 5.3104 | 18.1981 | 0.8574 | 1.0557 | 1.44 | 0.693 |
Largest Winning Trade | 951355 | 951355 | 52472 | 5466454 | 3677826 | 5466454 |
Largest Losing Trade | -75100 | -33404 | -75100 | -7609393 | -3670940 | -7609393 |
Avg Bars in Trades | 67 | 58 | 76 | 67 | 58 | 76 |
Avg Bars in Winners | 89 | 92 | 87 | 89 | 92 | 87 |
Avg Bars in Losers | 37 | 30 | 50 | 37 | 30 | 50 |
Bars Traded | 5313 | 2333 | 2980 | 5313 | 2333 | 2980 |
Profit Streak | 13.4781 | 13.4781 | 56.1447 | 13.4781 | 13.4781 | 56.1447 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9456 | 642349 | -234199 | -19852 | -19587 | 428024 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 235 } }, "second_band": { "type": "sinwma", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 235 } }, "second_band": { "type": "sinwma", "factors": { "length": 130, "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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