Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138397.6196 | 129121.4892 | 9276.1303 | 68871.8805 | 52510.9151 | 16360.9654 |
Total P&L (%) | 138.3976 | 129.1215 | 9.2761 | 68.8719 | 52.5109 | 16.361 |
Avg Daily Profit (%) | 0.2657 | 0.2479 | 0.0178 | 0.1007 | 0.0811 | 0.0291 |
Buy And Hold Return (%) | 22.8808 | 22.8808 | 22.8808 | 22.8808 | 22.8808 | 22.8808 |
Max Trade Drawdown | -85507 | -78741 | -13272 | -190908 | -178347 | -13049 |
Profit Factor | 1.6558 | 1.7075 | 1.3251 | 1.2002 | 1.1691 | 1.4875 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 53.4247 | 52.7778 | 54.0541 | 53.4247 | 52.7778 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.4435 | 1.5277 | 1.1263 | 1.0463 | 1.0461 | 1.2644 |
Largest Winning Trade | 95999 | 95999 | 6599 | 117796 | 117796 | 6352 |
Largest Losing Trade | -54099 | -54099 | -3926 | -136292 | -136292 | -5190 |
Avg Bars in Trades | 312 | 621 | 12 | 312 | 621 | 12 |
Avg Bars in Winners | 183 | 364 | 11 | 183 | 364 | 11 |
Avg Bars in Losers | 461 | 908 | 14 | 461 | 908 | 14 |
Bars Traded | 22838 | 22363 | 475 | 22838 | 22363 | 475 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66551 | 365434 | -334082 | -138353 | -124318 | -318317 |
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{ "first_band": { "type": "dcl", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 236, "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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