Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103498.3036 | 46937.277 | 56561.0265 | 27768.8276 | -5476.1528 | 33244.9804 |
Total P&L (%) | 103.4983 | 46.9373 | 56.561 | 27.7688 | -5.4762 | 33.245 |
Avg Daily Profit (%) | 0.1987 | 0.0901 | 0.1086 | 0.0471 | -0.0108 | 0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104226 | -71542 | -60587 | -87720 | -67222 | -51029 |
Profit Factor | 1.247 | 1.2163 | 1.2799 | 1.07 | 0.973 | 1.1717 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 54.6763 | 53.6232 | 55.7143 | 54.6763 | 53.6232 | 55.7143 |
Ratio Avg Win / Avg Loss | 1.0337 | 1.0519 | 1.0173 | 0.887 | 0.8416 | 0.9313 |
Largest Winning Trade | 91433 | 91433 | 31277 | 37166 | 37166 | 18985 |
Largest Losing Trade | -28370 | -26265 | -28370 | -27590 | -27590 | -27342 |
Avg Bars in Trades | 176 | 177 | 175 | 176 | 177 | 175 |
Avg Bars in Winners | 135 | 144 | 126 | 135 | 144 | 126 |
Avg Bars in Losers | 226 | 215 | 238 | 226 | 215 | 238 |
Bars Traded | 24550 | 12234 | 12316 | 24550 | 12234 | 12316 |
Profit Streak | 11.058 | 22.308 | 11.058 | 11.058 | 22.308 | 11.058 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319270 | -175910 | -142312 | -277078 | -682009 | -248843 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 153, "offset": 168 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 153, "offset": 168 } } }
# | 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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