Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140925.8691 | 82739.4805 | 58186.3887 | 202018.4152 | 153885.099 | 48133.3163 |
Total P&L (%) | 140.9259 | 82.7395 | 58.1864 | 202.0184 | 153.8851 | 48.1333 |
Avg Daily Profit (%) | 1.0145 | 0.5956 | 0.4189 | 0.7989 | 0.673 | 0.2833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45473 | -11879 | -49047 | -81819 | -16502 | -91146 |
Profit Factor | 1.8793 | 2.8723 | 1.5013 | 1.7077 | 3.3485 | 1.2188 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 72.3404 | 74.4681 | 70.2128 | 72.3404 | 74.4681 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.7186 | 0.9848 | 0.6369 | 0.6529 | 1.148 | 0.5171 |
Largest Winning Trade | 16024 | 11324 | 16024 | 26656 | 26656 | 21933 |
Largest Losing Trade | -38686 | -11879 | -38686 | -70916 | -15783 | -70916 |
Avg Bars in Trades | 138 | 60 | 216 | 138 | 60 | 216 |
Avg Bars in Winners | 107 | 47 | 171 | 107 | 47 | 171 |
Avg Bars in Losers | 219 | 98 | 323 | 219 | 98 | 323 |
Bars Traded | 13039 | 2845 | 10195 | 13039 | 2845 | 10195 |
Profit Streak | 125.1056 | 125.1265 | 0 | 125.1056 | 125.1265 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573637 | 566864 | 333773 | 554665 | 683747 | 204295 |
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{ "first_band": { "type": "dcu", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 210, "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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