Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992155.5142 | 893108.8617 | 99046.6526 | 4826020.4811 | 1056967.4598 | 3769053.0213 |
Total P&L (%) | 992.1555 | 893.1089 | 99.0467 | 4826.0205 | 1056.9675 | 3769.053 |
Avg Daily Profit (%) | 0.3967 | 0.3571 | 0.0396 | 0.1559 | 0.0979 | 0.1463 |
Buy And Hold Return (%) | 462.7572 | 462.7572 | 462.7572 | 462.7572 | 462.7572 | 462.7572 |
Max Trade Drawdown | -116259 | -97186 | -73315 | -11672720 | -9657450 | -6466250 |
Profit Factor | 2.872 | 4.6956 | 1.3435 | 1.1885 | 1.0718 | 1.3463 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44 | 47.3684 | 40.5405 | 44 | 47.3684 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.6553 | 5.2173 | 1.9705 | 1.5126 | 1.1909 | 1.9746 |
Largest Winning Trade | 378119 | 378119 | 53794 | 4746030 | 3490836 | 4746030 |
Largest Losing Trade | -60218 | -28197 | -60218 | -5593678 | -3828470 | -5593678 |
Avg Bars in Trades | 64 | 70 | 57 | 64 | 70 | 57 |
Avg Bars in Winners | 97 | 93 | 102 | 97 | 93 | 102 |
Avg Bars in Losers | 38 | 50 | 27 | 38 | 50 | 27 |
Bars Traded | 4817 | 2675 | 2142 | 4817 | 2675 | 2142 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54337 | 309098 | -307992 | -68059 | -209363 | 15996 |
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{ "first_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "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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