Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1719911.8494 | -8682.8912 | -1711228.9583 | 971228.3827 | -19241166.4623 | 20212394.845 |
Total P&L (%) | -1719.9118 | -8.6829 | -1711.229 | 971.2284 | -19241.1665 | 20212.3948 |
Avg Daily Profit (%) | -0.7625 | -0.0039 | -0.7587 | 0.1052 | 0 | 0.2359 |
Buy And Hold Return (%) | 555.2853 | 555.2853 | 555.2853 | 555.2853 | 555.2853 | 555.2853 |
Max Trade Drawdown | -1808079 | -131936 | -1773567 | -22113454 | -19358237 | -3798770 |
Profit Factor | 0.2271 | 0.971 | 0.1114 | 1.0265 | 0.2753 | 3.0123 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 19 | 20 | 33 | 15 | 18 |
Losing Trades | 20 | 10 | 10 | 26 | 14 | 12 |
Profitability (%) | 66.1017 | 65.5172 | 66.6667 | 55.9322 | 51.7241 | 60 |
Ratio Avg Win / Avg Loss | 0.1165 | 0.5111 | 0.0557 | 0.8088 | 0.2569 | 2.0082 |
Largest Winning Trade | 35313 | 35313 | 29057 | 24834254 | 2534793 | 24834254 |
Largest Losing Trade | -1327156 | -60505 | -1327156 | -9181295 | -9181295 | -1974762 |
Avg Bars in Trades | 68 | 75 | 62 | 68 | 75 | 62 |
Avg Bars in Winners | 27 | 26 | 28 | 31 | 23 | 38 |
Avg Bars in Losers | 147 | 167 | 128 | 115 | 130 | 97 |
Bars Traded | 4042 | 2181 | 1861 | 4042 | 2181 | 1861 |
Profit Streak | 76.2905 | 76.2905 | 278.7905 | 76.2905 | 76.2905 | 278.7905 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756722 | -577856 | -577271 | -430955 | -579644 | 602641 |
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{ "first_band": { "type": "dema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 137, "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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