Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1913496.3158 | 1873051.5652 | 40444.7506 | 1459860.556 | 187752.1378 | 1272108.4183 |
Total P&L (%) | 1913.4963 | 1873.0516 | 40.4448 | 1459.8606 | 187.7521 | 1272.1084 |
Avg Daily Profit (%) | 1.0167 | 0.9952 | 0.0215 | 0.1461 | 0.0562 | 0.1393 |
Buy And Hold Return (%) | 570.8861 | 570.8861 | 570.8861 | 570.8861 | 570.8861 | 570.8861 |
Max Trade Drawdown | -96816 | -106805 | -60126 | -5438030 | -5219517 | -2231408 |
Profit Factor | 3.885 | 5.9659 | 1.1414 | 1.0679 | 1.0148 | 1.144 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 27 | 9 | 18 | 27 | 9 | 18 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 32.5301 | 21.4286 | 43.9024 | 32.5301 | 21.4286 | 43.9024 |
Ratio Avg Win / Avg Loss | 8.0578 | 21.8749 | 1.4584 | 2.215 | 3.7211 | 1.4618 |
Largest Winning Trade | 1340560 | 1340560 | 60063 | 4453315 | 4453315 | 2033934 |
Largest Losing Trade | -38070 | -38070 | -35648 | -2559641 | -2559641 | -1688569 |
Avg Bars in Trades | 87 | 76 | 98 | 87 | 76 | 98 |
Avg Bars in Winners | 172 | 185 | 165 | 172 | 185 | 165 |
Avg Bars in Losers | 46 | 47 | 45 | 46 | 47 | 45 |
Bars Traded | 7253 | 3229 | 4023 | 7253 | 3229 | 4023 |
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 | 340617 | -26534 | -397276 | -153887 | -532292 | -76554 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 68, "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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