Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65148.8302 | 37175.2955 | 27973.5347 | 62571.7864 | 44247.429 | 18324.3574 |
Total P&L (%) | 65.1488 | 37.1753 | 27.9735 | 62.5718 | 44.2474 | 18.3244 |
Avg Daily Profit (%) | 0.469 | 0.2676 | 0.2014 | 0.3504 | 0.2641 | 0.1212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27776 | -19165 | -32382 | -33878 | -22644 | -39269 |
Profit Factor | 1.4323 | 1.5851 | 1.321 | 1.3529 | 1.6349 | 1.1703 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 71.2871 | 68.6275 | 74 | 71.2871 | 68.6275 | 74 |
Ratio Avg Win / Avg Loss | 0.5769 | 0.7246 | 0.4641 | 0.5449 | 0.7474 | 0.4112 |
Largest Winning Trade | 7867 | 6553 | 7867 | 9071 | 9071 | 8653 |
Largest Losing Trade | -27776 | -16500 | -27776 | -33878 | -16589 | -33878 |
Avg Bars in Trades | 127 | 132 | 123 | 127 | 132 | 123 |
Avg Bars in Winners | 74 | 84 | 65 | 74 | 84 | 65 |
Avg Bars in Losers | 260 | 238 | 287 | 260 | 238 | 287 |
Bars Traded | 12926 | 6773 | 6152 | 12926 | 6773 | 6152 |
Profit Streak | 0 | 0 | 136.5761 | 0 | 0 | 136.5761 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372513 | -173536 | -174422 | 312379 | -172779 | -251385 |
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{ "first_band": { "type": "dema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 161, "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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