Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103938.5185 | 21770.2568 | 82168.2617 | 55880.0223 | -38096.1998 | 93976.2221 |
Total P&L (%) | 103.9385 | 21.7703 | 82.1683 | 55.88 | -38.0962 | 93.9762 |
Avg Daily Profit (%) | 0.1996 | 0.0418 | 0.1578 | 0.0853 | -0.092 | 0.1273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85852 | -92577 | -16238 | -120377 | -136396 | -15122 |
Profit Factor | 1.2784 | 1.0767 | 1.9185 | 1.1317 | 0.8873 | 2.0915 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 61.3793 | 62.5 | 60.274 | 61.3793 | 62.5 | 60.274 |
Ratio Avg Win / Avg Loss | 0.8044 | 0.646 | 1.2644 | 0.7121 | 0.5324 | 1.3785 |
Largest Winning Trade | 29774 | 29774 | 11389 | 27814 | 27814 | 16439 |
Largest Losing Trade | -40310 | -40310 | -13775 | -73319 | -73319 | -11487 |
Avg Bars in Trades | 166 | 286 | 48 | 166 | 286 | 48 |
Avg Bars in Winners | 124 | 203 | 42 | 124 | 203 | 42 |
Avg Bars in Losers | 234 | 424 | 56 | 234 | 424 | 56 |
Bars Traded | 24178 | 20636 | 3542 | 24178 | 20636 | 3542 |
Profit Streak | 11.5682 | 11.5682 | 19.6515 | 11.5682 | 11.5682 | 19.6515 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313639 | -358124 | -60060 | -154551 | -658276 | -90067 |
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{ "first_band": { "type": "dcl", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 38, "offset": 151 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 38, "offset": 151 } } }
# | 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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