Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270232.5928 | 303426.1646 | -33193.5719 | -53317.1706 | 88122.7196 | -141439.8902 |
Total P&L (%) | 270.2326 | 303.4262 | -33.1936 | -53.3172 | 88.1227 | -141.4399 |
Avg Daily Profit (%) | 0.1517 | 0.1704 | -0.0186 | -0.0428 | 0.0355 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112409 | -100654 | -130589 | -86464 | -40122 | -138078 |
Profit Factor | 1.4318 | 2.1144 | 0.9061 | 0.8574 | 1.7189 | 0.4375 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 |
Ratio Avg Win / Avg Loss | 1.8409 | 2.7185 | 1.165 | 1.1024 | 2.2101 | 0.5625 |
Largest Winning Trade | 199966 | 199966 | 70631 | 72549 | 72549 | 27610 |
Largest Losing Trade | -58492 | -46724 | -58492 | -55054 | -21819 | -55054 |
Avg Bars in Trades | 53 | 59 | 48 | 53 | 59 | 48 |
Avg Bars in Winners | 74 | 81 | 67 | 74 | 81 | 67 |
Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
Bars Traded | 3433 | 1896 | 1537 | 3433 | 1896 | 1537 |
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 | -136999 | 321331 | -581574 | -725319 | -144694 | -583240 |
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{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 17, "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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