Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1392733.9176 | 1357690.5599 | 35043.3577 | 5212096.9341 | 12242127.7852 | -7030030.8512 |
Total P&L (%) | 1392.7339 | 1357.6906 | 35.0434 | 5212.0969 | 12242.1278 | -7030.0309 |
Avg Daily Profit (%) | 0.5569 | 0.5429 | 0.014 | 0.159 | 0.1928 | 0 |
Buy And Hold Return (%) | 1762.2066 | 1762.2066 | 1762.2066 | 1762.2066 | 1762.2066 | 1762.2066 |
Max Trade Drawdown | -144221 | -65059 | -120636 | -22067891 | -10824947 | -19455269 |
Profit Factor | 4.5474 | 8.2077 | 1.1716 | 1.0912 | 1.4 | 0.7349 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50 | 51.7241 | 48.2759 | 50 | 51.7241 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.5474 | 7.6605 | 1.2553 | 1.0912 | 1.3066 | 0.7874 |
Largest Winning Trade | 1040886 | 1040886 | 67548 | 13180498 | 13180498 | 6900338 |
Largest Losing Trade | -31222 | -24607 | -31222 | -6159830 | -6159830 | -5694408 |
Avg Bars in Trades | 123 | 119 | 128 | 123 | 119 | 128 |
Avg Bars in Winners | 203 | 184 | 223 | 203 | 184 | 223 |
Avg Bars in Losers | 44 | 48 | 39 | 44 | 48 | 39 |
Bars Traded | 7188 | 3455 | 3733 | 7188 | 3455 | 3733 |
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 | -326725 | -146112 | -372417 | -295123 | 316930 | -581503 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 184, "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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