Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767546.1605 | 776187.4205 | -8641.26 | 64324.6838 | 134345.7496 | -70021.0658 |
Total P&L (%) | 767.5462 | 776.1874 | -8.6413 | 64.3247 | 134.3458 | -70.0211 |
Avg Daily Profit (%) | 0.3685 | 0.3726 | -0.0041 | 0.0238 | 0.0409 | -0.0578 |
Buy And Hold Return (%) | 31.3202 | 31.3202 | 31.3202 | 31.3202 | 31.3202 | 31.3202 |
Max Trade Drawdown | -151169 | -147167 | -224864 | -745123 | -641273 | -455775 |
Profit Factor | 1.5685 | 2.1127 | 0.9868 | 1.0164 | 1.0602 | 0.9588 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 163 | 87 | 76 | 163 | 87 | 76 |
Profitability (%) | 36.8217 | 32.5581 | 41.0853 | 36.8217 | 32.5581 | 41.0853 |
Ratio Avg Win / Avg Loss | 2.6912 | 4.3762 | 1.415 | 1.7438 | 2.196 | 1.3749 |
Largest Winning Trade | 454733 | 454733 | 43614 | 416525 | 416525 | 110345 |
Largest Losing Trade | -50407 | -50407 | -29710 | -195121 | -195121 | -98800 |
Avg Bars in Trades | 95 | 108 | 83 | 95 | 108 | 83 |
Avg Bars in Winners | 154 | 181 | 132 | 154 | 181 | 132 |
Avg Bars in Losers | 61 | 72 | 49 | 61 | 72 | 49 |
Bars Traded | 24710 | 13935 | 10775 | 24710 | 13935 | 10775 |
Profit Streak | 0 | 0 | 20.5265 | 0 | 0 | 20.5265 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307384 | 235292 | -582236 | -372747 | -300487 | -582236 |
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{ "first_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "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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