Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2154158.6122 | 2044506.2257 | 109652.3865 | 6101507.7362 | -1006924.6455 | 7108432.3817 |
Total P&L (%) | 2154.1586 | 2044.5062 | 109.6524 | 6101.5077 | -1006.9246 | 7108.4324 |
Avg Daily Profit (%) | 1.1503 | 1.0918 | 0.0586 | 0.2206 | 0 | 0.2287 |
Buy And Hold Return (%) | 342.3333 | 342.3333 | 342.3333 | 342.3333 | 342.3333 | 342.3333 |
Max Trade Drawdown | -140113 | -90065 | -85207 | -6314729 | -6093261 | -2138432 |
Profit Factor | 4.5227 | 6.9419 | 1.41 | 1.2352 | 0.9356 | 1.6901 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
Losing Trades | 54 | 33 | 21 | 54 | 33 | 21 |
Profitability (%) | 40 | 26.6667 | 53.3333 | 40 | 26.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 6.7841 | 19.0902 | 1.2338 | 1.8528 | 2.573 | 1.4788 |
Largest Winning Trade | 1379110 | 1379110 | 57350 | 4403740 | 4403740 | 3142510 |
Largest Losing Trade | -53578 | -24207 | -53578 | -1733111 | -1508415 | -1733111 |
Avg Bars in Trades | 122 | 102 | 143 | 122 | 102 | 143 |
Avg Bars in Winners | 220 | 213 | 223 | 220 | 213 | 223 |
Avg Bars in Losers | 58 | 61 | 52 | 58 | 61 | 52 |
Bars Traded | 11069 | 4595 | 6474 | 11069 | 4595 | 6474 |
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 | 604608 | -1140 | -279257 | 193118 | -600403 | 391395 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 108, "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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