Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49709.5233 | 236178.1601 | -186468.6367 | 723033.0596 | 1728863.5607 | -1005830.5011 |
Total P&L (%) | 49.7095 | 236.1782 | -186.4686 | 723.0331 | 1728.8636 | -1005.8305 |
Avg Daily Profit (%) | 0.0267 | 0.127 | -0.1002 | 0.1134 | 0.1563 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -387352 | -77595 | -328316 | -6101560 | -2285204 | -4712533 |
Profit Factor | 1.0623 | 1.8988 | 0.6519 | 1.0791 | 1.469 | 0.8155 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 41 | 21 | 20 | 25 | 15 | 10 |
Losing Trades | 17 | 8 | 9 | 33 | 14 | 19 |
Profitability (%) | 70.6897 | 72.4138 | 68.9655 | 43.1034 | 51.7241 | 34.4828 |
Ratio Avg Win / Avg Loss | 0.4404 | 0.7233 | 0.2934 | 1.4245 | 1.3711 | 1.5494 |
Largest Winning Trade | 61430 | 61430 | 48603 | 3348789 | 2964172 | 3348789 |
Largest Losing Trade | -314510 | -59035 | -314510 | -1388118 | -817847 | -1388118 |
Avg Bars in Trades | 92 | 103 | 82 | 92 | 103 | 82 |
Avg Bars in Winners | 49 | 55 | 43 | 100 | 109 | 86 |
Avg Bars in Losers | 196 | 228 | 167 | 86 | 96 | 79 |
Bars Traded | 5365 | 2987 | 2378 | 5365 | 2987 | 2378 |
Profit Streak | 85.2559 | 85.2559 | 125.5892 | 85.2559 | 85.2559 | 125.5892 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -487701 | -19297 | -577415 | -355533 | 342287 | -583130 |
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{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 94, "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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