Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1362008.1923 | 1194896.0142 | 167112.178 | 1694677.9329 | -1441719.4713 | 3136397.4042 |
Total P&L (%) | 1362.0082 | 1194.896 | 167.1122 | 1694.6779 | -1441.7195 | 3136.3974 |
Avg Daily Profit (%) | 0.5753 | 0.5047 | 0.0706 | 0.122 | 0 | 0.147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89113 | -76144 | -91247 | -2198167 | -2983002 | -1104983 |
Profit Factor | 3.6579 | 5.1922 | 1.7349 | 1.2344 | 0.707 | 2.3585 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 41.9355 | 29.0323 | 54.8387 | 41.9355 | 29.0323 | 54.8387 |
Ratio Avg Win / Avg Loss | 5.0648 | 12.692 | 1.4287 | 1.7092 | 1.7283 | 1.9423 |
Largest Winning Trade | 1126225 | 1126225 | 63017 | 1448977 | 1079310 | 1448977 |
Largest Losing Trade | -47910 | -28868 | -47910 | -814612 | -814612 | -459290 |
Avg Bars in Trades | 74 | 60 | 87 | 74 | 60 | 87 |
Avg Bars in Winners | 125 | 119 | 129 | 125 | 119 | 129 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 4592 | 1888 | 2704 | 4592 | 1888 | 2704 |
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 | -143857 | 233820 | -95926 | -190796 | -590083 | 311582 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 34, "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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