Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1266270.8308 | 1127991.7446 | 138279.0862 | 7312110.4187 | 3225150.2533 | 4086960.1654 |
Total P&L (%) | 1266.2708 | 1127.9917 | 138.2791 | 7312.1104 | 3225.1503 | 4086.9602 |
Avg Daily Profit (%) | 0.6824 | 0.6079 | 0.0745 | 0.2323 | 0.189 | 0.2015 |
Buy And Hold Return (%) | 162.516 | 162.516 | 162.516 | 162.516 | 162.516 | 162.516 |
Max Trade Drawdown | -72764 | -43693 | -48712 | -4781365 | -3069162 | -3130337 |
Profit Factor | 3.655 | 6.2938 | 1.5241 | 1.522 | 1.3825 | 1.733 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 42.3729 | 36.6667 | 48.2759 | 42.3729 | 36.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.9708 | 10.871 | 1.6329 | 2.0699 | 2.3879 | 1.8568 |
Largest Winning Trade | 765889 | 765889 | 75765 | 3114685 | 2849545 | 3114685 |
Largest Losing Trade | -48712 | -35060 | -48712 | -1543201 | -1543201 | -1170941 |
Avg Bars in Trades | 122 | 116 | 129 | 122 | 116 | 129 |
Avg Bars in Winners | 215 | 221 | 210 | 215 | 221 | 210 |
Avg Bars in Losers | 54 | 55 | 53 | 54 | 55 | 53 |
Bars Traded | 7230 | 3483 | 3746 | 7230 | 3483 | 3746 |
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 | -163496 | 532092 | -257380 | -171600 | 158763 | 381952 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 70, "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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