Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114689.4252 | 122887.986 | -8198.5608 | -2271.7105 | 90872.3966 | -93144.1071 |
Total P&L (%) | 114.6894 | 122.888 | -8.1986 | -2.2717 | 90.8724 | -93.1441 |
Avg Daily Profit (%) | 0.2202 | 0.2359 | -0.0157 | -0.0044 | 0.1242 | -0.5133 |
Buy And Hold Return (%) | 10.7892 | 10.7892 | 10.7892 | 10.7892 | 10.7892 | 10.7892 |
Max Trade Drawdown | -120886 | -106861 | -48140 | -420377 | -295060 | -229379 |
Profit Factor | 1.2277 | 1.3678 | 0.9516 | 0.9978 | 1.1422 | 0.7494 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 110 | 50 | 60 | 110 | 50 | 60 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 57.8947 | 52.6316 | 63.1579 | 57.8947 | 52.6316 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.8929 | 1.231 | 0.5551 | 0.7256 | 1.028 | 0.4371 |
Largest Winning Trade | 82790 | 82790 | 16426 | 232923 | 232923 | 46177 |
Largest Losing Trade | -39558 | -34067 | -39558 | -203436 | -111780 | -203436 |
Avg Bars in Trades | 130 | 232 | 28 | 130 | 232 | 28 |
Avg Bars in Winners | 93 | 173 | 26 | 93 | 173 | 26 |
Avg Bars in Losers | 181 | 298 | 31 | 181 | 298 | 31 |
Bars Traded | 24753 | 22085 | 2668 | 24753 | 22085 | 2668 |
Profit Streak | 1.0078 | 14.1745 | 0 | 1.0078 | 14.1745 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 153486 | 338134 | -579663 | -582283 | -90356 | -579663 |
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{ "first_band": { "type": "dcl", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 202, "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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