Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2138712.8171 | 2044065.041 | 94647.7761 | 5366238.8483 | -239077.5377 | 5605316.3859 |
Total P&L (%) | 2138.7128 | 2044.065 | 94.6478 | 5366.2388 | -239.0775 | 5605.3164 |
Avg Daily Profit (%) | 1.1454 | 1.0947 | 0.0507 | 0.2145 | 0 | 0.2168 |
Buy And Hold Return (%) | 532.0826 | 532.0826 | 532.0826 | 532.0826 | 532.0826 | 532.0826 |
Max Trade Drawdown | -149752 | -82660 | -87074 | -6271129 | -5022161 | -1793427 |
Profit Factor | 4.6676 | 7.0324 | 1.3874 | 1.2425 | 0.9825 | 1.6622 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 34.5238 | 23.8095 | 45.2381 | 34.5238 | 23.8095 | 45.2381 |
Ratio Avg Win / Avg Loss | 8.8524 | 22.5037 | 1.6795 | 2.3564 | 3.144 | 2.0121 |
Largest Winning Trade | 1361114 | 1361114 | 59531 | 3464464 | 3464464 | 2706941 |
Largest Losing Trade | -54113 | -32368 | -54113 | -1842622 | -1842622 | -1793427 |
Avg Bars in Trades | 131 | 111 | 152 | 131 | 111 | 152 |
Avg Bars in Winners | 270 | 283 | 263 | 270 | 283 | 263 |
Avg Bars in Losers | 58 | 57 | 60 | 58 | 57 | 60 |
Bars Traded | 11068 | 4666 | 6401 | 11068 | 4666 | 6401 |
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 | 468652 | -15431 | -291076 | 115609 | -613018 | 342763 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 122, "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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