Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298990.8735 | 260794.2692 | 38196.6043 | 328167.7494 | 497436.3598 | -169268.6103 |
Total P&L (%) | 298.9909 | 260.7943 | 38.1966 | 328.1677 | 497.4364 | -169.2686 |
Avg Daily Profit (%) | 0.5741 | 0.5007 | 0.0733 | 0.2796 | 0.3438 | 0 |
Buy And Hold Return (%) | 61.2716 | 61.2716 | 61.2716 | 61.2716 | 61.2716 | 61.2716 |
Max Trade Drawdown | -111194 | -82020 | -47532 | -703863 | -522474 | -273022 |
Profit Factor | 1.5959 | 1.9831 | 1.1615 | 1.1439 | 1.4053 | 0.8393 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 97 | 39 | 58 | 97 | 39 | 58 |
Losing Trades | 140 | 79 | 61 | 140 | 79 | 61 |
Profitability (%) | 40.9283 | 33.0508 | 48.7395 | 40.9283 | 33.0508 | 48.7395 |
Ratio Avg Win / Avg Loss | 2.3033 | 4.0171 | 1.2216 | 1.651 | 2.8466 | 0.8827 |
Largest Winning Trade | 188131 | 188131 | 16597 | 498530 | 498530 | 87136 |
Largest Losing Trade | -17511 | -8066 | -17511 | -110378 | -66666 | -110378 |
Avg Bars in Trades | 104 | 96 | 113 | 104 | 96 | 113 |
Avg Bars in Winners | 176 | 180 | 174 | 176 | 180 | 174 |
Avg Bars in Losers | 54 | 54 | 54 | 54 | 54 | 54 |
Bars Traded | 24823 | 11369 | 13454 | 24823 | 11369 | 13454 |
Profit Streak | 4.4473 | 0 | 4.9681 | 4.4473 | 0 | 4.9681 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349991 | 164303 | -304293 | -56596 | 118351 | -581387 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 57, "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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