Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034784.3645 | 1039745.2743 | -4960.9098 | 6246411.6386 | 34802589.7323 | -28556178.0938 |
Total P&L (%) | 1034.7844 | 1039.7453 | -4.9609 | 6246.4116 | 34802.5897 | -28556.1781 |
Avg Daily Profit (%) | 0.4969 | 0.4992 | -0.0024 | 0.1995 | 0.2815 | 0 |
Buy And Hold Return (%) | 10665.4926 | 10665.4926 | 10665.4926 | 10665.4926 | 10665.4926 | 10665.4926 |
Max Trade Drawdown | -165587 | -148270 | -108444 | -55551356 | -43695113 | -36486803 |
Profit Factor | 2.1125 | 2.8186 | 0.9862 | 1.038 | 1.3904 | 0.6199 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Profitability (%) | 54.5817 | 55.2 | 53.9683 | 54.5817 | 55.2 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.7579 | 2.2875 | 0.8411 | 0.8638 | 1.1284 | 0.5287 |
Largest Winning Trade | 260872 | 260872 | 34704 | 18227216 | 18227216 | 13773072 |
Largest Losing Trade | -73478 | -53062 | -73478 | -21974982 | -20308986 | -21974982 |
Avg Bars in Trades | 98 | 184 | 13 | 98 | 184 | 13 |
Avg Bars in Winners | 80 | 146 | 13 | 80 | 146 | 13 |
Avg Bars in Losers | 120 | 231 | 13 | 120 | 231 | 13 |
Bars Traded | 24814 | 23086 | 1728 | 24814 | 23086 | 1728 |
Profit Streak | 0 | 39.9888 | 0 | 0 | 39.9888 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149278 | -147923 | -580205 | -336203 | 301416 | -580205 |
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{ "first_band": { "type": "dcl", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 136, "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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