Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2993313.3474 | 2905808.7648 | 87504.5826 | 46626769.7424 | 72008887.0346 | -25382117.2922 |
Total P&L (%) | 2993.3133 | 2905.8088 | 87.5046 | 46626.7697 | 72008.887 | -25382.1173 |
Avg Daily Profit (%) | 1.6034 | 1.5565 | 0.0469 | 0.3298 | 0.3531 | 0 |
Buy And Hold Return (%) | 6054.4987 | 6054.4987 | 6054.4987 | 6054.4987 | 6054.4987 | 6054.4987 |
Max Trade Drawdown | -107171 | -91943 | -49377 | -25384127 | -12036033 | -31062563 |
Profit Factor | 6.5835 | 12.2825 | 1.3141 | 1.4207 | 2.5179 | 0.5997 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 44.2748 | 41.5385 | 46.9697 | 44.2748 | 41.5385 | 46.9697 |
Ratio Avg Win / Avg Loss | 8.2861 | 17.2865 | 1.4837 | 1.7881 | 3.5437 | 0.677 |
Largest Winning Trade | 2203589 | 2203589 | 63034 | 38939734 | 38939734 | 14078472 |
Largest Losing Trade | -28249 | -28249 | -25963 | -7640099 | -7640099 | -7585514 |
Avg Bars in Trades | 166 | 174 | 157 | 166 | 174 | 157 |
Avg Bars in Winners | 289 | 341 | 244 | 289 | 341 | 244 |
Avg Bars in Losers | 68 | 55 | 81 | 68 | 55 | 81 |
Bars Traded | 21760 | 11333 | 10427 | 21760 | 11333 | 10427 |
Profit Streak | 0 | 81.628 | 0 | 0 | 81.628 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145265 | -277713 | -421553 | 331212 | -120140 | -706414 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 216, "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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