Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158138.8704 | 73689.2935 | 84449.5769 | 219816.4289 | 111352.3417 | 108464.0872 |
Total P&L (%) | 158.1389 | 73.6893 | 84.4496 | 219.8164 | 111.3523 | 108.4641 |
Avg Daily Profit (%) | 0.6072 | 0.283 | 0.3243 | 0.4474 | 0.2878 | 0.2825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57371 | -59999 | -25162 | -51413 | -53758 | -45366 |
Profit Factor | 1.3497 | 1.3316 | 1.3673 | 1.3925 | 1.414 | 1.3728 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Profitability (%) | 46.0481 | 45.2055 | 46.8966 | 46.0481 | 45.2055 | 46.8966 |
Ratio Avg Win / Avg Loss | 1.5814 | 1.614 | 1.5482 | 1.6316 | 1.7139 | 1.5544 |
Largest Winning Trade | 28881 | 28881 | 25665 | 30848 | 25170 | 30848 |
Largest Losing Trade | -15386 | -13364 | -15386 | -15313 | -15313 | -14924 |
Avg Bars in Trades | 84 | 87 | 82 | 84 | 87 | 82 |
Avg Bars in Winners | 118 | 123 | 113 | 118 | 123 | 113 |
Avg Bars in Losers | 56 | 57 | 55 | 56 | 57 | 55 |
Bars Traded | 24708 | 12741 | 11967 | 24708 | 12741 | 11967 |
Profit Streak | 3.388 | 3.388 | 12.3464 | 3.388 | 3.388 | 12.3464 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391002 | 198247 | 327092 | 351248 | 217858 | 315435 |
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 32, "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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