Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1507739.236 | 1479536.386 | 28202.85 | 2434889.4908 | 3185190.1909 | -750300.7001 |
Total P&L (%) | 1507.7392 | 1479.5364 | 28.2029 | 2434.8895 | 3185.1902 | -750.3007 |
Avg Daily Profit (%) | 0.8185 | 0.8032 | 0.0153 | 0.1757 | 0.1898 | 0 |
Buy And Hold Return (%) | 562.0071 | 562.0071 | 562.0071 | 562.0071 | 562.0071 | 562.0071 |
Max Trade Drawdown | -136206 | -80221 | -101610 | -2979066 | -2796925 | -2104307 |
Profit Factor | 2.6805 | 4.3362 | 1.0622 | 1.1557 | 1.3886 | 0.8991 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Profitability (%) | 34.5622 | 33.0275 | 36.1111 | 34.5622 | 33.0275 | 36.1111 |
Ratio Avg Win / Avg Loss | 5.0751 | 8.7929 | 1.8792 | 2.1882 | 2.8157 | 1.5908 |
Largest Winning Trade | 956508 | 956508 | 78124 | 3752850 | 3752850 | 908419 |
Largest Losing Trade | -30148 | -24974 | -30148 | -793688 | -696922 | -793688 |
Avg Bars in Trades | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Winners | 101 | 96 | 105 | 101 | 96 | 105 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 10930 | 5022 | 5908 | 10930 | 5022 | 5908 |
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 | 361248 | 366291 | -494876 | -47073 | 69608 | -583668 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 51, "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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