Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2697487.0731 | 2584775.1968 | 112711.8764 | 11456213.509 | 12242680.0575 | -786466.5485 |
Total P&L (%) | 2697.4871 | 2584.7752 | 112.7119 | 11456.2135 | 12242.6801 | -786.4665 |
Avg Daily Profit (%) | 1.2159 | 1.1651 | 0.0508 | 0.2143 | 0.2173 | 0 |
Buy And Hold Return (%) | 704.972 | 704.972 | 704.972 | 704.972 | 704.972 | 704.972 |
Max Trade Drawdown | -132052 | -81762 | -89008 | -14539230 | -7849965 | -11858730 |
Profit Factor | 4.2615 | 7.4907 | 1.2628 | 1.1303 | 1.2918 | 0.9829 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 37.5 | 33.8235 | 41.1765 | 37.5 | 33.8235 | 41.1765 |
Ratio Avg Win / Avg Loss | 7.1026 | 14.6558 | 1.804 | 1.8839 | 2.5275 | 1.4041 |
Largest Winning Trade | 2216550 | 2216550 | 47670 | 15976692 | 15976692 | 4959231 |
Largest Losing Trade | -51371 | -30013 | -51371 | -5675376 | -4737901 | -5675376 |
Avg Bars in Trades | 96 | 91 | 101 | 96 | 91 | 101 |
Avg Bars in Winners | 180 | 178 | 181 | 180 | 178 | 181 |
Avg Bars in Losers | 45 | 46 | 45 | 45 | 46 | 45 |
Bars Traded | 13108 | 6193 | 6915 | 13108 | 6193 | 6915 |
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 | 500506 | -96256 | -402765 | -72405 | -106418 | -692000 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 64, "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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