Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259201.2025 | 100622.311 | 158578.8915 | 543936.4886 | 189755.0712 | 354181.4174 |
Total P&L (%) | 259.2012 | 100.6223 | 158.5789 | 543.9365 | 189.7551 | 354.1814 |
Avg Daily Profit (%) | 0.2302 | 0.0893 | 0.1408 | 0.1655 | 0.0945 | 0.1345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57984 | -53741 | -22763 | -126651 | -95715 | -102120 |
Profit Factor | 2.1621 | 1.8613 | 2.4931 | 2.0014 | 1.7335 | 2.2449 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 51.6484 | 47.8261 | 55.5556 | 51.6484 | 47.8261 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0241 | 2.0305 | 1.9945 | 1.8736 | 1.8911 | 1.7959 |
Largest Winning Trade | 80150 | 80150 | 30196 | 129748 | 77193 | 129748 |
Largest Losing Trade | -35894 | -35894 | -22763 | -102120 | -86116 | -102120 |
Avg Bars in Trades | 71 | 55 | 87 | 71 | 55 | 87 |
Avg Bars in Winners | 102 | 78 | 124 | 102 | 78 | 124 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 6461 | 2542 | 3919 | 6461 | 2542 | 3919 |
Profit Streak | 9.7415 | 11.4081 | 0 | 9.7415 | 11.4081 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472069 | -70280 | 17364 | 456011 | -63642 | -8456 |
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{ "first_band": { "type": "dema", "factors": { "length": 12, "offset": 218 } }, "second_band": { "type": "sinwma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 12, "offset": 218 } }, "second_band": { "type": "sinwma", "factors": { "length": 174, "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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