Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278212.5464 | 65606.587 | 212605.9594 | 395312.1839 | -143723.082 | 539035.2659 |
Total P&L (%) | 278.2125 | 65.6066 | 212.606 | 395.3122 | -143.7231 | 539.0353 |
Avg Daily Profit (%) | 0.2138 | 0.0504 | 0.1634 | 0.123 | 0 | 0.1426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72940 | -67225 | -46994 | -540656 | -336179 | -405480 |
Profit Factor | 1.6649 | 1.2928 | 2.094 | 1.1921 | 0.8677 | 1.555 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 51 | 32 | 19 | 51 | 32 | 19 |
Profitability (%) | 43.956 | 28.8889 | 58.6957 | 43.956 | 28.8889 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.1228 | 3.1822 | 1.4735 | 1.5199 | 2.1359 | 1.0943 |
Largest Winning Trade | 70008 | 59607 | 70008 | 206184 | 169355 | 206184 |
Largest Losing Trade | -24650 | -17845 | -24650 | -248761 | -81321 | -248761 |
Avg Bars in Trades | 168 | 145 | 191 | 168 | 145 | 191 |
Avg Bars in Winners | 278 | 281 | 277 | 278 | 281 | 277 |
Avg Bars in Losers | 82 | 89 | 69 | 82 | 89 | 69 |
Bars Traded | 15345 | 6538 | 8807 | 15345 | 6538 | 8807 |
Profit Streak | 19.5927 | 0 | 20.0927 | 19.5927 | 0 | 20.0927 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336305 | -137346 | 429636 | -38433 | -590609 | 41730 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "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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