Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87183.9929 | 68233.4808 | 18950.5121 | 104785.6124 | 111759.3505 | -6973.7381 |
Total P&L (%) | 87.184 | 68.2335 | 18.9505 | 104.7856 | 111.7594 | -6.9737 |
Avg Daily Profit (%) | 0.3348 | 0.262 | 0.0728 | 0.2756 | 0.2885 | -0.0278 |
Buy And Hold Return (%) | 29.4497 | 29.4497 | 29.4497 | 29.4497 | 29.4497 | 29.4497 |
Max Trade Drawdown | -27170 | -18767 | -28422 | -50973 | -19403 | -58329 |
Profit Factor | 1.4063 | 1.6892 | 1.164 | 1.3107 | 1.806 | 0.9649 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 69.9482 | 68.75 | 71.134 | 69.9482 | 68.75 | 71.134 |
Ratio Avg Win / Avg Loss | 0.6042 | 0.7678 | 0.4723 | 0.5631 | 0.8209 | 0.3915 |
Largest Winning Trade | 13893 | 13893 | 12702 | 18125 | 18125 | 15498 |
Largest Losing Trade | -18767 | -18767 | -17377 | -25871 | -19403 | -25871 |
Avg Bars in Trades | 125 | 123 | 126 | 125 | 123 | 126 |
Avg Bars in Winners | 77 | 70 | 84 | 77 | 70 | 84 |
Avg Bars in Losers | 236 | 239 | 232 | 236 | 239 | 232 |
Bars Traded | 24175 | 11861 | 12314 | 24175 | 11861 | 12314 |
Profit Streak | 0 | 15.8179 | 0 | 0 | 15.8179 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248207 | 230479 | -302051 | 228093 | 332117 | -579451 |
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{ "first_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 137, "offset": 26 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 137, "offset": 26 } } }
# | 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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