Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1565046.9238 | -70813.3616 | -1494233.5622 | 195061.5657 | -3353717.652 | 3548779.2178 |
Total P&L (%) | -1565.0469 | -70.8134 | -1494.2336 | 195.0616 | -3353.7177 | 3548.7792 |
Avg Daily Profit (%) | -0.6884 | -0.0312 | -0.6573 | 0.0476 | 0 | 0.1584 |
Buy And Hold Return (%) | 200 | 200 | 200 | 200 | 200 | 200 |
Max Trade Drawdown | -1549922 | -106813 | -1539956 | -3802844 | -3367076 | -1189682 |
Profit Factor | 0.2499 | 0.8004 | 0.1371 | 1.0235 | 0.4033 | 2.3225 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 19 | 24 | 37 | 16 | 21 |
Losing Trades | 25 | 15 | 10 | 31 | 18 | 13 |
Profitability (%) | 63.2353 | 55.8824 | 70.5882 | 54.4118 | 47.0588 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.1453 | 0.6319 | 0.0571 | 0.8575 | 0.4537 | 1.4377 |
Largest Winning Trade | 34033 | 34033 | 15578 | 3543664 | 595457 | 3543664 |
Largest Losing Trade | -1122300 | -55845 | -1122300 | -2128395 | -2128395 | -832561 |
Avg Bars in Trades | 191 | 223 | 158 | 191 | 223 | 158 |
Avg Bars in Winners | 72 | 75 | 69 | 91 | 84 | 97 |
Avg Bars in Losers | 395 | 410 | 372 | 309 | 346 | 258 |
Bars Traded | 12989 | 7593 | 5396 | 12989 | 7593 | 5396 |
Profit Streak | 92.1028 | 0 | 296.4361 | 92.1028 | 0 | 296.4361 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692003 | -580032 | -576757 | -603829 | -581939 | 499315 |
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{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 173, "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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