Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978046.2665 | 774273.265 | 203773.0015 | 8053135.5832 | 458201.7076 | 7594933.8755 |
Total P&L (%) | 978.0463 | 774.2733 | 203.773 | 8053.1356 | 458.2017 | 7594.9339 |
Avg Daily Profit (%) | 0.5067 | 0.4011 | 0.1056 | 0.2283 | 0.0891 | 0.2252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107534 | -62325 | -51755 | -12319030 | -3921504 | -8701216 |
Profit Factor | 3.3823 | 4.6273 | 2.0339 | 1.3398 | 1.0437 | 1.5753 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 44.2857 | 34.2857 | 54.2857 | 44.2857 | 34.2857 | 54.2857 |
Ratio Avg Win / Avg Loss | 4.2551 | 8.869 | 1.7127 | 1.6856 | 2.0003 | 1.3265 |
Largest Winning Trade | 411002 | 411002 | 61703 | 6026290 | 3842401 | 6026290 |
Largest Losing Trade | -37276 | -28219 | -37276 | -4908829 | -1906993 | -4908829 |
Avg Bars in Trades | 160 | 122 | 198 | 160 | 122 | 198 |
Avg Bars in Winners | 278 | 235 | 305 | 278 | 235 | 305 |
Avg Bars in Losers | 67 | 64 | 71 | 67 | 64 | 71 |
Bars Traded | 11250 | 4299 | 6951 | 11250 | 4299 | 6951 |
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 | -83873 | 401669 | -47642 | -91282 | -251493 | 380358 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 103, "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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