Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1561392.0145 | 1528857.8039 | 32534.2106 | 25054859.8722 | 33345284.5189 | -8290424.6467 |
Total P&L (%) | 1561.392 | 1528.8578 | 32.5342 | 25054.8599 | 33345.2845 | -8290.4246 |
Avg Daily Profit (%) | 0.835 | 0.8176 | 0.0174 | 0.296 | 0.3113 | 0 |
Buy And Hold Return (%) | 10796.1819 | 10796.1819 | 10796.1819 | 10796.1819 | 10796.1819 | 10796.1819 |
Max Trade Drawdown | -62170 | -66487 | -65768 | -17390807 | -9243417 | -16645919 |
Profit Factor | 6.4093 | 12.0042 | 1.2173 | 1.471 | 2.3019 | 0.6994 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 34.8485 | 45.4545 | 24.2424 | 34.8485 | 45.4545 | 24.2424 |
Ratio Avg Win / Avg Loss | 11.9825 | 14.405 | 3.8041 | 2.7501 | 2.7623 | 2.1857 |
Largest Winning Trade | 719289 | 719289 | 58776 | 27431677 | 27431677 | 8499329 |
Largest Losing Trade | -60406 | -60406 | -19467 | -8655867 | -8655867 | -4814613 |
Avg Bars in Trades | 50 | 59 | 41 | 50 | 59 | 41 |
Avg Bars in Winners | 101 | 96 | 109 | 101 | 96 | 109 |
Avg Bars in Losers | 23 | 28 | 20 | 23 | 28 | 20 |
Bars Traded | 3353 | 1971 | 1382 | 3353 | 1971 | 1382 |
Profit Streak | 0 | 98.0906 | 0 | 0 | 98.0906 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278723 | -145300 | -367875 | -128322 | 327851 | -611178 |
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{ "first_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 5, "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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