Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731753.0179 | 521532.2184 | 210220.7995 | 5585959.7815 | 2898554.1798 | 2687405.6016 |
Total P&L (%) | 731.753 | 521.5322 | 210.2208 | 5585.9598 | 2898.5542 | 2687.4056 |
Avg Daily Profit (%) | 0.3849 | 0.2743 | 0.1106 | 0.2127 | 0.179 | 0.1752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151085 | -86851 | -103887 | -1799893 | -1653462 | -730091 |
Profit Factor | 2.9062 | 3.4961 | 2.2016 | 1.9781 | 1.8425 | 2.1835 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 46.7742 | 45.1613 | 48.3871 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.307 | 4.2453 | 2.3484 | 2.2509 | 2.2373 | 2.3291 |
Largest Winning Trade | 176755 | 176755 | 68771 | 1945320 | 1945320 | 1222391 |
Largest Losing Trade | -45609 | -29005 | -45609 | -888391 | -888391 | -646194 |
Avg Bars in Trades | 179 | 148 | 210 | 179 | 148 | 210 |
Avg Bars in Winners | 317 | 265 | 365 | 317 | 265 | 365 |
Avg Bars in Losers | 59 | 52 | 65 | 59 | 52 | 65 |
Bars Traded | 11149 | 4616 | 6533 | 11149 | 4616 | 6533 |
Profit Streak | 0 | 0 | 555.0123 | 0 | 0 | 555.0123 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144587 | 483788 | -41280 | -147849 | 339586 | 428272 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 150, "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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