Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339752.4933 | 309955.98 | 29796.5133 | 198590.4798 | 412382.4195 | -213791.9397 |
Total P&L (%) | 339.7525 | 309.956 | 29.7965 | 198.5905 | 412.3824 | -213.7919 |
Avg Daily Profit (%) | 0.2743 | 0.2502 | 0.0241 | 0.0884 | 0.132 | 0 |
Buy And Hold Return (%) | 101.5809 | 101.5809 | 101.5809 | 101.5809 | 101.5809 | 101.5809 |
Max Trade Drawdown | -76506 | -52630 | -63959 | -533297 | -265128 | -486426 |
Profit Factor | 1.8752 | 2.6031 | 1.1529 | 1.0883 | 1.4115 | 0.8287 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 52.3077 | 48.4848 | 56.25 | 52.3077 | 48.4848 | 56.25 |
Ratio Avg Win / Avg Loss | 1.7097 | 2.7658 | 0.8967 | 0.9922 | 1.4997 | 0.6445 |
Largest Winning Trade | 190044 | 190044 | 40760 | 289227 | 289227 | 214423 |
Largest Losing Trade | -63959 | -26926 | -63959 | -486426 | -151755 | -486426 |
Avg Bars in Trades | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Winners | 63 | 77 | 52 | 63 | 77 | 52 |
Avg Bars in Losers | 40 | 39 | 42 | 40 | 39 | 42 |
Bars Traded | 3437 | 1910 | 1527 | 3437 | 1910 | 1527 |
Profit Streak | 0 | 0 | 47.9495 | 0 | 0 | 47.9495 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126690 | 336057 | -379150 | -342995 | -18831 | -579439 |
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{ "first_band": { "type": "dema", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "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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