Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1079978.5036 | 76985.0547 | -1156963.5583 | 1704868.0389 | -10895352.2111 | 12600220.2501 |
Total P&L (%) | -1079.9785 | 76.9851 | -1156.9636 | 1704.868 | -10895.3522 | 12600.2203 |
Avg Daily Profit (%) | -0.6033 | 0.043 | -0.6463 | 0.1617 | 0 | 0.271 |
Buy And Hold Return (%) | 174.5579 | 174.5579 | 174.5579 | 174.5579 | 174.5579 | 174.5579 |
Max Trade Drawdown | -1233565 | -180508 | -1264545 | -18399673 | -21742102 | -1394465 |
Profit Factor | 0.3634 | 1.2344 | 0.1542 | 1.0551 | 0.575 | 3.3639 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 22 | 22 | 44 | 21 | 23 |
Losing Trades | 32 | 16 | 16 | 32 | 17 | 15 |
Profitability (%) | 57.8947 | 57.8947 | 57.8947 | 57.8947 | 55.2632 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.2643 | 0.8977 | 0.1122 | 0.7673 | 0.4654 | 2.1939 |
Largest Winning Trade | 143195 | 143195 | 28457 | 9570229 | 9570229 | 8219584 |
Largest Losing Trade | -726285 | -68822 | -726285 | -9619111 | -9619111 | -1394465 |
Avg Bars in Trades | 136 | 179 | 93 | 136 | 179 | 93 |
Avg Bars in Winners | 63 | 82 | 44 | 67 | 72 | 63 |
Avg Bars in Losers | 236 | 313 | 160 | 231 | 312 | 139 |
Bars Traded | 10366 | 6828 | 3538 | 10366 | 6828 | 3538 |
Profit Streak | 50.09 | 59.9233 | 50.09 | 50.09 | 59.9233 | 50.09 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631770 | -300799 | -578751 | -204909 | -578689 | 628013 |
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{ "first_band": { "type": "dcl", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "offset": 244 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "offset": 244 } } }
# | 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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