Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111974.8878 | 17234.8196 | 94740.0682 | -9644.0099 | 6646.3481 | -16290.358 |
Total P&L (%) | 111.9749 | 17.2348 | 94.7401 | -9.644 | 6.6463 | -16.2904 |
Avg Daily Profit (%) | 0.215 | 0.0331 | 0.1819 | -0.0195 | 0.0124 | -0.0341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72789 | -24800 | -67074 | -90794 | -21307 | -94175 |
Profit Factor | 1.3015 | 1.253 | 1.3124 | 0.9753 | 1.1142 | 0.951 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 86 | 36 | 50 | 86 | 36 | 50 |
Losing Trades | 76 | 45 | 31 | 76 | 45 | 31 |
Profitability (%) | 53.0864 | 44.4444 | 61.7284 | 53.0864 | 44.4444 | 61.7284 |
Ratio Avg Win / Avg Loss | 1.1501 | 1.5662 | 0.8137 | 0.8619 | 1.3927 | 0.5896 |
Largest Winning Trade | 25259 | 16837 | 25259 | 27554 | 9259 | 27554 |
Largest Losing Trade | -62490 | -7294 | -62490 | -85321 | -6535 | -85321 |
Avg Bars in Trades | 150 | 11 | 290 | 150 | 11 | 290 |
Avg Bars in Winners | 156 | 11 | 260 | 156 | 11 | 260 |
Avg Bars in Losers | 144 | 10 | 339 | 144 | 10 | 339 |
Bars Traded | 24457 | 905 | 23552 | 24457 | 905 | 23552 |
Profit Streak | 6.2026 | 0 | 10.8693 | 6.2026 | 0 | 10.8693 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331795 | -170919 | -3674 | -579403 | -451429 | -590411 |
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{ "first_band": { "type": "dcu", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 168, "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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