Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2527783.6409 | 2343553.3011 | 184230.3398 | 20234992.5256 | 8016350.2397 | 12218642.2859 |
Total P&L (%) | 2527.7836 | 2343.5533 | 184.2303 | 20234.9925 | 8016.3502 | 12218.6423 |
Avg Daily Profit (%) | 1.1426 | 1.0593 | 0.0833 | 0.2405 | 0.1989 | 0.2178 |
Buy And Hold Return (%) | 272.7908 | 272.7908 | 272.7908 | 272.7908 | 272.7908 | 272.7908 |
Max Trade Drawdown | -88787 | -60723 | -72020 | -29913110 | -15042832 | -17707995 |
Profit Factor | 5.9392 | 10.2975 | 1.7094 | 1.211 | 1.1551 | 1.2762 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 49.3671 | 51.2821 | 47.5 | 49.3671 | 51.2821 | 47.5 |
Ratio Avg Win / Avg Loss | 6.0915 | 9.7826 | 1.8893 | 1.242 | 1.0974 | 1.4106 |
Largest Winning Trade | 2078727 | 2078727 | 47690 | 13814038 | 13814038 | 8622549 |
Largest Losing Trade | -40025 | -32032 | -40025 | -11948108 | -11948108 | -11731080 |
Avg Bars in Trades | 80 | 92 | 69 | 80 | 92 | 69 |
Avg Bars in Winners | 106 | 122 | 89 | 106 | 122 | 89 |
Avg Bars in Losers | 55 | 59 | 50 | 55 | 59 | 50 |
Bars Traded | 6360 | 3593 | 2767 | 6360 | 3593 | 2767 |
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 | -9576 | 795821 | -245256 | -23599 | -41650 | 258646 |
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{ "first_band": { "type": "dema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "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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