Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1390341.9924 | -101386.6323 | -1288955.36 | -5967.9207 | -2327421.8695 | 2321453.9488 |
Total P&L (%) | -1390.342 | -101.3866 | -1288.9554 | -5.9679 | -2327.4219 | 2321.4539 |
Avg Daily Profit (%) | -0.7399 | -0.054 | -0.686 | -0.0033 | 0 | 0.1698 |
Buy And Hold Return (%) | 262.2475 | 262.2475 | 262.2475 | 262.2475 | 262.2475 | 262.2475 |
Max Trade Drawdown | -1479809 | -185458 | -1334305 | -3612029 | -3369751 | -1430540 |
Profit Factor | 0.2175 | 0.6525 | 0.132 | 0.9991 | 0.4078 | 1.9701 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 53 | 24 | 29 | 53 | 23 | 30 |
Losing Trades | 18 | 11 | 7 | 18 | 12 | 6 |
Profitability (%) | 74.6479 | 68.5714 | 80.5556 | 74.6479 | 65.7143 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.0739 | 0.2991 | 0.0319 | 0.3393 | 0.2128 | 0.394 |
Largest Winning Trade | 23844 | 23844 | 20016 | 2740187 | 400250 | 2740187 |
Largest Losing Trade | -1041543 | -63123 | -1041543 | -2314982 | -2314982 | -1430540 |
Avg Bars in Trades | 75 | 89 | 60 | 75 | 89 | 60 |
Avg Bars in Winners | 30 | 33 | 27 | 38 | 38 | 37 |
Avg Bars in Losers | 207 | 213 | 199 | 184 | 188 | 177 |
Bars Traded | 5343 | 3147 | 2195 | 5343 | 3147 | 2195 |
Profit Streak | 165.9204 | 165.9204 | 279.2537 | 165.9204 | 165.9204 | 279.2537 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667005 | -576969 | -575378 | -667005 | -577339 | 518878 |
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{ "first_band": { "type": "dema", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 206, "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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