Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384208.8453 | 134690.4877 | 249518.3576 | 736041.6942 | 273537.4787 | 462504.2155 |
Total P&L (%) | 384.2088 | 134.6905 | 249.5184 | 736.0417 | 273.5375 | 462.5042 |
Avg Daily Profit (%) | 0.2319 | 0.0813 | 0.1506 | 0.1283 | 0.0796 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86257 | -37113 | -104620 | -369959 | -194664 | -340929 |
Profit Factor | 2.1057 | 1.9862 | 2.1831 | 1.7744 | 1.8054 | 1.7572 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 72.7273 | 71.7949 | 73.6842 | 72.7273 | 71.7949 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.7896 | 0.7803 | 0.7797 | 0.6654 | 0.7093 | 0.6276 |
Largest Winning Trade | 61821 | 42702 | 61821 | 163009 | 119944 | 163009 |
Largest Losing Trade | -64978 | -37626 | -64978 | -310975 | -110783 | -310975 |
Avg Bars in Trades | 58 | 24 | 92 | 58 | 24 | 92 |
Avg Bars in Winners | 46 | 21 | 71 | 46 | 21 | 71 |
Avg Bars in Losers | 88 | 32 | 150 | 88 | 32 | 150 |
Bars Traded | 4474 | 954 | 3519 | 4474 | 954 | 3519 |
Profit Streak | 177.518 | 177.518 | 233.518 | 177.518 | 177.518 | 233.518 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32494 | -78928 | 470183 | -62401 | -81573 | -48682 |
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{ "first_band": { "type": "dcu", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 129, "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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