Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259367.9769 | 121025.2537 | 138342.7232 | 568602.0285 | 388093.5529 | 180508.4756 |
Total P&L (%) | 259.368 | 121.0253 | 138.3427 | 568.602 | 388.0936 | 180.5085 |
Avg Daily Profit (%) | 0.996 | 0.4647 | 0.5312 | 0.7323 | 0.6106 | 0.3969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31826 | -21231 | -18844 | -86494 | -54648 | -49514 |
Profit Factor | 1.6506 | 1.6052 | 1.6963 | 1.7436 | 2.0772 | 1.4464 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 178 | 95 | 83 | 178 | 95 | 83 |
Losing Trades | 206 | 97 | 109 | 206 | 97 | 109 |
Profitability (%) | 46.3542 | 49.4792 | 43.2292 | 46.3542 | 49.4792 | 43.2292 |
Ratio Avg Win / Avg Loss | 1.9102 | 1.639 | 2.2277 | 2.0179 | 2.1209 | 1.8994 |
Largest Winning Trade | 103028 | 103028 | 65283 | 364413 | 364413 | 139705 |
Largest Losing Trade | -9537 | -8218 | -9537 | -49514 | -12044 | -49514 |
Avg Bars in Trades | 64 | 67 | 61 | 64 | 67 | 61 |
Avg Bars in Winners | 82 | 84 | 80 | 82 | 84 | 80 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 24745 | 12971 | 11774 | 24745 | 12971 | 11774 |
Profit Streak | 0 | 1.7221 | 0 | 0 | 1.7221 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548618 | 340270 | 363146 | 543113 | 417950 | 281308 |
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{ "first_band": { "type": "dema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 29, "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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