Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2444996.4072 | 2366508.0358 | 78488.3714 | 3040481.2986 | 4326216.5123 | -1285735.2137 |
Total P&L (%) | 2444.9964 | 2366.508 | 78.4884 | 3040.4813 | 4326.2165 | -1285.7352 |
Avg Daily Profit (%) | 1.1741 | 1.1364 | 0.0377 | 0.1657 | 0.1822 | 0 |
Buy And Hold Return (%) | 476.8794 | 476.8794 | 476.8794 | 476.8794 | 476.8794 | 476.8794 |
Max Trade Drawdown | -111872 | -74954 | -93867 | -16500723 | -7590661 | -14808427 |
Profit Factor | 3.9655 | 6.8384 | 1.1873 | 1.0503 | 1.1491 | 0.9591 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 30.4348 | 27.1605 | 33.75 | 30.4348 | 27.1605 | 33.75 |
Ratio Avg Win / Avg Loss | 9.0639 | 18.3393 | 2.3305 | 2.4007 | 3.0817 | 1.8826 |
Largest Winning Trade | 2176740 | 2176740 | 44824 | 7124850 | 7124850 | 5350775 |
Largest Losing Trade | -56255 | -25653 | -56255 | -7253242 | -4448958 | -7253242 |
Avg Bars in Trades | 153 | 142 | 165 | 153 | 142 | 165 |
Avg Bars in Winners | 354 | 347 | 360 | 354 | 347 | 360 |
Avg Bars in Losers | 65 | 65 | 65 | 65 | 65 | 65 |
Bars Traded | 24733 | 11507 | 13226 | 24733 | 11507 | 13226 |
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 | 450474 | -11631 | -347547 | -163494 | -79754 | -603777 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 163, "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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