Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1398595.6701 | 1300796.8435 | 97798.8267 | 6058784.2929 | 5190894.2394 | 867890.0535 |
Total P&L (%) | 1398.5957 | 1300.7968 | 97.7988 | 6058.7843 | 5190.8942 | 867.8901 |
Avg Daily Profit (%) | 0.764 | 0.7106 | 0.0534 | 0.2253 | 0.217 | 0.1241 |
Buy And Hold Return (%) | 555.1789 | 555.1789 | 555.1789 | 555.1789 | 555.1789 | 555.1789 |
Max Trade Drawdown | -85446 | -70139 | -42045 | -7802492 | -5874993 | -3886357 |
Profit Factor | 4.5918 | 7.3469 | 1.5303 | 1.2401 | 1.3901 | 1.0728 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40 | 34.375 | 45.4545 | 40 | 34.375 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.8877 | 14.0259 | 1.8363 | 1.8602 | 2.6537 | 1.2873 |
Largest Winning Trade | 731048 | 731048 | 68564 | 8837887 | 8837887 | 3084418 |
Largest Losing Trade | -23493 | -23493 | -20187 | -2547761 | -2547761 | -1819653 |
Avg Bars in Trades | 80 | 67 | 93 | 80 | 67 | 93 |
Avg Bars in Winners | 153 | 141 | 163 | 153 | 141 | 163 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 5241 | 2148 | 3093 | 5241 | 2148 | 3093 |
Profit Streak | 0 | 104.126 | 0 | 0 | 104.126 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123351 | 388076 | -286545 | -131083 | 157706 | -179021 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "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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