Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328793.4218 | 103080.6808 | 225712.741 | 759093.2457 | 147124.2925 | 611968.9532 |
Total P&L (%) | 328.7934 | 103.0807 | 225.7127 | 759.0932 | 147.1243 | 611.969 |
Avg Daily Profit (%) | 0.2183 | 0.0684 | 0.1499 | 0.1429 | 0.0601 | 0.1304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41951 | -42450 | -44846 | -261228 | -275120 | -269367 |
Profit Factor | 1.8455 | 1.4971 | 2.2433 | 1.429 | 1.1567 | 1.737 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 45.1327 | 40.3509 | 50 | 45.1327 | 40.3509 | 50 |
Ratio Avg Win / Avg Loss | 2.2435 | 2.2131 | 2.2433 | 1.7372 | 1.7099 | 1.737 |
Largest Winning Trade | 68825 | 54115 | 68825 | 285985 | 205370 | 285985 |
Largest Losing Trade | -18117 | -18117 | -16772 | -143038 | -143038 | -103564 |
Avg Bars in Trades | 156 | 109 | 205 | 156 | 109 | 205 |
Avg Bars in Winners | 273 | 185 | 346 | 273 | 185 | 346 |
Avg Bars in Losers | 60 | 57 | 64 | 60 | 57 | 64 |
Bars Traded | 17721 | 6219 | 11502 | 17721 | 6219 | 11502 |
Profit Streak | 0 | 0 | 60.0912 | 0 | 0 | 60.0912 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348722 | -282967 | -167813 | -1481 | -343585 | -194308 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 187, "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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