Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70679.7668 | 47154.1658 | 23525.601 | 73385.1651 | 48423.085 | 24962.0801 |
Total P&L (%) | 70.6798 | 47.1542 | 23.5256 | 73.3852 | 48.4231 | 24.9621 |
Avg Daily Profit (%) | 0.5088 | 0.3395 | 0.1694 | 0.397 | 0.2847 | 0.1605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39797 | -51915 | -3087 | -48130 | -58936 | -3587 |
Profit Factor | 1.5255 | 1.4033 | 2.3392 | 1.458 | 1.3472 | 2.2018 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 53.7815 | 54.2373 | 53.3333 | 53.7815 | 54.2373 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.311 | 1.184 | 2.0468 | 1.2529 | 1.1367 | 1.9266 |
Largest Winning Trade | 18438 | 18438 | 6055 | 22985 | 22985 | 5120 |
Largest Losing Trade | -19720 | -19720 | -3276 | -20774 | -20774 | -3276 |
Avg Bars in Trades | 98 | 184 | 15 | 98 | 184 | 15 |
Avg Bars in Winners | 87 | 162 | 13 | 87 | 162 | 13 |
Avg Bars in Losers | 111 | 210 | 16 | 111 | 210 | 16 |
Bars Traded | 11771 | 10867 | 904 | 11771 | 10867 | 904 |
Profit Streak | 143.7689 | 0 | 149.7064 | 143.7689 | 0 | 149.7064 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407502 | -169970 | -162124 | 358223 | -170668 | -161507 |
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{ "first_band": { "type": "dcl", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 115, "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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