Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470224.9017 | 1367387.0674 | 102837.8344 | 8500168.041 | 7363583.3562 | 1136584.6848 |
Total P&L (%) | 1470.2249 | 1367.3871 | 102.8378 | 8500.168 | 7363.5834 | 1136.5847 |
Avg Daily Profit (%) | 0.8077 | 0.7512 | 0.0565 | 0.245 | 0.2372 | 0.1383 |
Buy And Hold Return (%) | 584.2879 | 584.2879 | 584.2879 | 584.2879 | 584.2879 | 584.2879 |
Max Trade Drawdown | -115976 | -56171 | -59804 | -9538623 | -6255909 | -5078790 |
Profit Factor | 4.3387 | 6.9977 | 1.4843 | 1.2826 | 1.4573 | 1.0813 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 39.726 | 36.1111 | 43.2432 | 39.726 | 36.1111 | 43.2432 |
Ratio Avg Win / Avg Loss | 6.5829 | 12.3805 | 1.9481 | 1.946 | 2.5783 | 1.4192 |
Largest Winning Trade | 766150 | 766150 | 74122 | 10332894 | 10332894 | 5039368 |
Largest Losing Trade | -32765 | -23116 | -32765 | -2973488 | -2973488 | -2655821 |
Avg Bars in Trades | 143 | 125 | 161 | 143 | 125 | 161 |
Avg Bars in Winners | 256 | 223 | 283 | 256 | 223 | 283 |
Avg Bars in Losers | 68 | 69 | 67 | 68 | 69 | 67 |
Bars Traded | 10471 | 4511 | 5960 | 10471 | 4511 | 5960 |
Profit Streak | 0 | 108.3565 | 0 | 0 | 108.3565 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63331 | 425341 | -283559 | -70762 | 204134 | -148999 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 126, "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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