Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60409.7713 | 35245.2947 | 25164.4765 | 46115.2483 | 43695.5302 | 2419.7181 |
Total P&L (%) | 60.4098 | 35.2453 | 25.1645 | 46.1152 | 43.6955 | 2.4197 |
Avg Daily Profit (%) | 0.232 | 0.1353 | 0.0966 | 0.1457 | 0.1393 | 0.0092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28502 | -30607 | -46687 | -42375 | -35514 | -71761 |
Profit Factor | 1.2623 | 1.3005 | 1.2227 | 1.1545 | 1.3095 | 1.0154 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 70 | 74.2857 | 65.7143 | 70 | 74.2857 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.541 | 0.4502 | 0.6379 | 0.4948 | 0.4533 | 0.5298 |
Largest Winning Trade | 13636 | 12296 | 13636 | 16122 | 16122 | 11506 |
Largest Losing Trade | -26761 | -21376 | -26761 | -40716 | -21140 | -40716 |
Avg Bars in Trades | 175 | 179 | 170 | 175 | 179 | 170 |
Avg Bars in Winners | 93 | 94 | 93 | 93 | 94 | 93 |
Avg Bars in Losers | 364 | 424 | 319 | 364 | 424 | 319 |
Bars Traded | 24514 | 12547 | 11967 | 24514 | 12547 | 11967 |
Profit Streak | 14.5599 | 14.5599 | 22.0078 | 14.5599 | 14.5599 | 22.0078 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314158 | -107453 | -161504 | -49106 | -101360 | -643552 |
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{ "first_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 189, "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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