Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1433455.248 | 1441693.7828 | -8238.5348 | 1067830.2043 | 2945103.4658 | -1877273.2615 |
Total P&L (%) | 1433.4552 | 1441.6938 | -8.2385 | 1067.8302 | 2945.1035 | -1877.2733 |
Avg Daily Profit (%) | 0.7885 | 0.793 | -0.0045 | 0.1353 | 0.1881 | 0 |
Buy And Hold Return (%) | 634.0703 | 634.0703 | 634.0703 | 634.0703 | 634.0703 | 634.0703 |
Max Trade Drawdown | -116218 | -81175 | -106537 | -3561594 | -2126125 | -2763630 |
Profit Factor | 2.6081 | 4.3834 | 0.9823 | 1.0777 | 1.4613 | 0.7447 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 32.9412 | 32.9412 | 32.9412 | 32.9412 | 32.9412 | 32.9412 |
Ratio Avg Win / Avg Loss | 5.3094 | 8.9234 | 1.9997 | 2.194 | 2.9747 | 1.5159 |
Largest Winning Trade | 921288 | 921288 | 76917 | 2683213 | 2683213 | 1051278 |
Largest Losing Trade | -38168 | -22780 | -38168 | -1176753 | -468920 | -1176753 |
Avg Bars in Trades | 126 | 116 | 136 | 126 | 116 | 136 |
Avg Bars in Winners | 270 | 234 | 305 | 270 | 234 | 305 |
Avg Bars in Losers | 55 | 58 | 52 | 55 | 58 | 52 |
Bars Traded | 21458 | 9892 | 11566 | 21458 | 9892 | 11566 |
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 | 257304 | 303279 | -584960 | -160653 | 54236 | -584960 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "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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