Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1469461.8034 | -95572.0704 | -1373889.733 | 72947.8502 | -2822491.759 | 2895439.6092 |
Total P&L (%) | -1469.4618 | -95.5721 | -1373.8897 | 72.9479 | -2822.4918 | 2895.4396 |
Avg Daily Profit (%) | -0.7804 | -0.0508 | -0.7296 | 0.0291 | 0 | 0.1807 |
Buy And Hold Return (%) | 350.6842 | 350.6842 | 350.6842 | 350.6842 | 350.6842 | 350.6842 |
Max Trade Drawdown | -1609009 | -193199 | -1449885 | -4670993 | -4247302 | -1566012 |
Profit Factor | 0.2333 | 0.6893 | 0.1462 | 1.0095 | 0.4311 | 2.0727 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 73 | 34 | 39 | 71 | 33 | 38 |
Losing Trades | 22 | 13 | 9 | 24 | 14 | 10 |
Profitability (%) | 76.8421 | 72.3404 | 81.25 | 74.7368 | 70.2128 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.0703 | 0.2635 | 0.0337 | 0.3412 | 0.1829 | 0.5455 |
Largest Winning Trade | 24433 | 24433 | 12716 | 2969968 | 409306 | 2969968 |
Largest Losing Trade | -1113204 | -63271 | -1113204 | -3000807 | -3000807 | -1470513 |
Avg Bars in Trades | 74 | 89 | 60 | 74 | 89 | 60 |
Avg Bars in Winners | 25 | 27 | 22 | 35 | 37 | 33 |
Avg Bars in Losers | 240 | 250 | 226 | 191 | 211 | 163 |
Bars Traded | 7124 | 4200 | 2924 | 7124 | 4200 | 2924 |
Profit Streak | 125.1521 | 171.1521 | 125.1521 | 125.1521 | 171.1521 | 125.1521 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575087 | -576305 | -575191 | -526090 | -576581 | 518148 |
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{ "first_band": { "type": "dema", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 249, "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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