Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453684.3839 | 383532.6078 | 70151.7762 | 476470.3902 | 388730.0603 | 87740.3299 |
Total P&L (%) | 453.6844 | 383.5326 | 70.1518 | 476.4704 | 388.7301 | 87.7403 |
Avg Daily Profit (%) | 0.4355 | 0.3682 | 0.0673 | 0.1683 | 0.1524 | 0.0605 |
Buy And Hold Return (%) | 12.097 | 12.097 | 12.097 | 12.097 | 12.097 | 12.097 |
Max Trade Drawdown | -88880 | -72716 | -43766 | -768206 | -661632 | -294923 |
Profit Factor | 1.9232 | 2.2886 | 1.362 | 1.2028 | 1.2544 | 1.1069 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 36.8421 | 28.3582 | 45.4545 | 36.8421 | 28.3582 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.2969 | 5.7818 | 1.6344 | 2.062 | 3.1689 | 1.3283 |
Largest Winning Trade | 309783 | 309783 | 25679 | 892065 | 892065 | 132750 |
Largest Losing Trade | -18083 | -18083 | -14430 | -122818 | -122818 | -86469 |
Avg Bars in Trades | 182 | 178 | 186 | 182 | 178 | 186 |
Avg Bars in Winners | 326 | 375 | 296 | 326 | 375 | 296 |
Avg Bars in Losers | 98 | 100 | 94 | 98 | 100 | 94 |
Bars Traded | 24273 | 11970 | 12303 | 24273 | 11970 | 12303 |
Profit Streak | 8.2591 | 16.9675 | 0 | 8.2591 | 16.9675 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331000 | -117985 | -228465 | 138947 | -123270 | -341324 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "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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