Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449778.0782 | 428488.8263 | 21289.252 | 197857.3924 | 265661.3381 | -67803.9457 |
Total P&L (%) | 449.7781 | 428.4888 | 21.2893 | 197.8574 | 265.6613 | -67.8039 |
Avg Daily Profit (%) | 0.3187 | 0.3036 | 0.0151 | 0.0774 | 0.0919 | -0.0803 |
Buy And Hold Return (%) | 55.8015 | 55.8015 | 55.8015 | 55.8015 | 55.8015 | 55.8015 |
Max Trade Drawdown | -150617 | -142891 | -87592 | -722099 | -632654 | -219623 |
Profit Factor | 1.8766 | 2.3036 | 1.1155 | 1.1465 | 1.2731 | 0.8206 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 48.8372 | 48.8372 | 48.8372 | 48.8372 | 48.8372 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.966 | 2.4133 | 1.1686 | 1.2011 | 1.3337 | 0.8597 |
Largest Winning Trade | 219156 | 219156 | 44396 | 545246 | 545246 | 52910 |
Largest Losing Trade | -50987 | -50987 | -25870 | -377978 | -377978 | -72147 |
Avg Bars in Trades | 190 | 297 | 83 | 190 | 297 | 83 |
Avg Bars in Winners | 230 | 369 | 90 | 230 | 369 | 90 |
Avg Bars in Losers | 152 | 229 | 76 | 152 | 229 | 76 |
Bars Traded | 16389 | 12809 | 3580 | 16389 | 12809 | 3580 |
Profit Streak | 0 | 0 | 514.8242 | 0 | 0 | 514.8242 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431106 | 449690 | -431814 | -151906 | -72288 | -580595 |
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{ "first_band": { "type": "dcl", "factors": { "length": 55, "offset": 206 } }, "second_band": { "type": "sinwma", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 55, "offset": 206 } }, "second_band": { "type": "sinwma", "factors": { "length": 212, "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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