Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707144.331 | 679344.6883 | 27799.6427 | 505443.8618 | 448121.7476 | 57322.1142 |
Total P&L (%) | 707.1443 | 679.3447 | 27.7996 | 505.4439 | 448.1217 | 57.3221 |
Avg Daily Profit (%) | 0.3856 | 0.3705 | 0.0152 | 0.0983 | 0.0928 | 0.0247 |
Buy And Hold Return (%) | 166.5053 | 166.5053 | 166.5053 | 166.5053 | 166.5053 | 166.5053 |
Max Trade Drawdown | -102135 | -68738 | -65839 | -572218 | -330788 | -360144 |
Profit Factor | 2.6548 | 4.8286 | 1.1112 | 1.2436 | 1.4931 | 1.0492 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 38.9831 | 40 | 37.931 | 38.9831 | 40 | 37.931 |
Ratio Avg Win / Avg Loss | 4.1553 | 7.243 | 1.8184 | 1.9465 | 2.2397 | 1.7168 |
Largest Winning Trade | 599455 | 599455 | 56216 | 382542 | 382542 | 261824 |
Largest Losing Trade | -32037 | -20645 | -32037 | -169672 | -162884 | -169672 |
Avg Bars in Trades | 177 | 171 | 184 | 177 | 171 | 184 |
Avg Bars in Winners | 339 | 320 | 359 | 339 | 320 | 359 |
Avg Bars in Losers | 74 | 71 | 77 | 74 | 71 | 77 |
Bars Traded | 10492 | 5137 | 5355 | 10492 | 5137 | 5355 |
Profit Streak | 85.3152 | 148.1485 | 0 | 85.3152 | 148.1485 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170818 | 433413 | -440161 | -247115 | -73022 | -495729 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 116, "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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