Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734164.2314 | 533550.102 | 200614.1294 | 1446688.1727 | 500718.5391 | 945969.6336 |
Total P&L (%) | 734.1642 | 533.5501 | 200.6141 | 1446.6882 | 500.7185 | 945.9696 |
Avg Daily Profit (%) | 0.4201 | 0.3053 | 0.1148 | 0.1568 | 0.1027 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80212 | -127608 | -47647 | -733957 | -672055 | -600339 |
Profit Factor | 2.1609 | 2.4153 | 1.7854 | 1.3078 | 1.1885 | 1.4627 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 48 | 16 | 32 | 48 | 16 | 32 |
Losing Trades | 65 | 41 | 24 | 65 | 41 | 24 |
Profitability (%) | 42.4779 | 28.0702 | 57.1429 | 42.4779 | 28.0702 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.9262 | 6.1892 | 1.3391 | 1.771 | 3.0456 | 1.097 |
Largest Winning Trade | 352139 | 352139 | 53434 | 677293 | 677293 | 363792 |
Largest Losing Trade | -24219 | -21607 | -24219 | -465254 | -270518 | -465254 |
Avg Bars in Trades | 181 | 158 | 205 | 181 | 158 | 205 |
Avg Bars in Winners | 306 | 324 | 297 | 306 | 324 | 297 |
Avg Bars in Losers | 89 | 93 | 82 | 89 | 93 | 82 |
Bars Traded | 20500 | 9018 | 11482 | 20500 | 9018 | 11482 |
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 | 410573 | -183076 | -216592 | 226311 | -264154 | -191204 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "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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