Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1340540.9312 | -23881.0287 | -1316659.9026 | -189587.8762 | -8099041.7995 | 7909453.9233 |
Total P&L (%) | -1340.5409 | -23.881 | -1316.6599 | -189.5879 | -8099.0418 | 7909.4539 |
Avg Daily Profit (%) | -0.7138 | -0.0127 | -0.7011 | 0 | 0 | 0.2337 |
Buy And Hold Return (%) | 634.0858 | 634.0858 | 634.0858 | 634.0858 | 634.0858 | 634.0858 |
Max Trade Drawdown | -1537209 | -169825 | -1422467 | -7651722 | -8480380 | -1777068 |
Profit Factor | 0.2545 | 0.9079 | 0.1444 | 0.9863 | 0.1641 | 2.8968 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 44 | 21 | 23 | 28 | 12 | 16 |
Losing Trades | 13 | 7 | 6 | 29 | 16 | 13 |
Profitability (%) | 77.193 | 75 | 79.3103 | 49.1228 | 42.8571 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.0752 | 0.3026 | 0.0377 | 1.0215 | 0.2188 | 2.3537 |
Largest Winning Trade | 31854 | 26288 | 31854 | 9460013 | 288252 | 9460013 |
Largest Losing Trade | -860638 | -69850 | -860638 | -5282210 | -5282210 | -1734360 |
Avg Bars in Trades | 61 | 73 | 50 | 61 | 73 | 50 |
Avg Bars in Winners | 22 | 18 | 25 | 45 | 45 | 46 |
Avg Bars in Losers | 196 | 240 | 146 | 77 | 95 | 55 |
Bars Traded | 3528 | 2067 | 1461 | 3528 | 2067 | 1461 |
Profit Streak | 157.0003 | 157.0003 | 256.0003 | 0 | 0 | 0 |
Trades During Streak | 13 | 6 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755120 | -597151 | -575590 | -758952 | -604611 | 520988 |
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{ "first_band": { "type": "dema", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 183, "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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