Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564291.5027 | 440171.795 | 124119.7077 | 1680278.6245 | 765235.3524 | 915043.2722 |
Total P&L (%) | 564.2915 | 440.1718 | 124.1197 | 1680.2786 | 765.2354 | 915.0433 |
Avg Daily Profit (%) | 0.3164 | 0.2468 | 0.0696 | 0.1616 | 0.1211 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67685 | -29911 | -91474 | -1050136 | -545295 | -504841 |
Profit Factor | 2.4361 | 3.9302 | 1.5114 | 1.6546 | 1.6761 | 1.6377 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 46.6667 | 50 | 43.3333 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.7842 | 3.9302 | 1.9765 | 1.891 | 1.6761 | 2.1416 |
Largest Winning Trade | 169429 | 169429 | 76353 | 814619 | 566662 | 814619 |
Largest Losing Trade | -33315 | -17930 | -33315 | -353271 | -353271 | -286384 |
Avg Bars in Trades | 86 | 75 | 97 | 86 | 75 | 97 |
Avg Bars in Winners | 145 | 117 | 179 | 145 | 117 | 179 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 5201 | 2273 | 2928 | 5201 | 2273 | 2928 |
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 | -161121 | 539432 | -100159 | -163952 | -27831 | -18543 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 36, "offset": 0 } } }
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# | 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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