Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167826.0663 | 81167.3169 | 86658.7494 | 297399.057 | 182565.6134 | 114833.4437 |
Total P&L (%) | 167.8261 | 81.1673 | 86.6587 | 297.3991 | 182.5656 | 114.8334 |
Avg Daily Profit (%) | 0.6444 | 0.3117 | 0.3328 | 0.5312 | 0.3997 | 0.2941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44751 | -36821 | -29663 | -108376 | -72968 | -63677 |
Profit Factor | 1.5662 | 1.522 | 1.6148 | 1.4521 | 1.546 | 1.355 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 154 | 76 | 78 | 154 | 76 | 78 |
Profitability (%) | 35.2941 | 36.1345 | 34.4538 | 35.2941 | 36.1345 | 34.4538 |
Ratio Avg Win / Avg Loss | 2.8713 | 2.6901 | 3.0721 | 2.6621 | 2.7324 | 2.5778 |
Largest Winning Trade | 30757 | 30757 | 17271 | 60304 | 60304 | 39129 |
Largest Losing Trade | -6516 | -5592 | -6516 | -24386 | -19071 | -24386 |
Avg Bars in Trades | 103 | 103 | 104 | 103 | 103 | 104 |
Avg Bars in Winners | 200 | 201 | 199 | 200 | 201 | 199 |
Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
Bars Traded | 24660 | 12261 | 12399 | 24660 | 12261 | 12399 |
Profit Streak | 0 | 0 | 6.583 | 0 | 0 | 6.583 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301397 | 147661 | 173611 | 241465 | 180001 | 106778 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 60, "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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