Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615478.5515 | 319343.3353 | 296135.2162 | 2748202.5846 | -68751.7734 | 2816954.3579 |
Total P&L (%) | 615.4786 | 319.3433 | 296.1352 | 2748.2026 | -68.7518 | 2816.9544 |
Avg Daily Profit (%) | 0.3518 | 0.1825 | 0.1692 | 0.1916 | -0.0665 | 0.193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60360 | -95847 | -22930 | -1709925 | -1748673 | -401003 |
Profit Factor | 2.6949 | 2.1662 | 4.3165 | 1.4804 | 0.9846 | 3.2239 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 58.5714 | 48.5714 | 68.5714 | 58.5714 | 48.5714 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.9062 | 2.2936 | 1.9784 | 1.0471 | 1.0425 | 1.4776 |
Largest Winning Trade | 239288 | 239288 | 58405 | 1542182 | 1089834 | 1542182 |
Largest Losing Trade | -41537 | -41537 | -14485 | -1407852 | -1407852 | -401003 |
Avg Bars in Trades | 95 | 109 | 81 | 95 | 109 | 81 |
Avg Bars in Winners | 102 | 122 | 87 | 102 | 122 | 87 |
Avg Bars in Losers | 86 | 97 | 67 | 86 | 97 | 67 |
Bars Traded | 6680 | 3832 | 2849 | 6680 | 3832 | 2849 |
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 | -82912 | 396980 | 613789 | -88236 | -579676 | 555351 |
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{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 39, "offset": 0 } } }
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# | 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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