Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6076174.5967 | 6245416.0127 | -169241.416 | -35878.3991 | 62178.1638 | -98056.5629 |
Total P&L (%) | 6076.1746 | 6245.416 | -169.2414 | -35.8784 | 62.1782 | -98.0566 |
Avg Daily Profit (%) | 3.0954 | 3.1816 | -0.0862 | -0.0226 | 0.0246 | -0.2005 |
Buy And Hold Return (%) | 1641.9651 | 1641.9651 | 1641.9651 | 1641.9651 | 1641.9651 | 1641.9651 |
Max Trade Drawdown | -274842 | -105535 | -228882 | -117159 | -43220 | -111572 |
Profit Factor | 9.795 | 19.883 | 0.53 | 0.9062 | 1.3268 | 0.49 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 30.9859 | 38.8889 | 22.8571 | 30.9859 | 38.8889 | 22.8571 |
Ratio Avg Win / Avg Loss | 21.8162 | 31.2447 | 1.7889 | 2.0184 | 2.085 | 1.6539 |
Largest Winning Trade | 6391336 | 6391336 | 54460 | 157836 | 157836 | 33070 |
Largest Losing Trade | -55294 | -55294 | -47294 | -44546 | -42586 | -44546 |
Avg Bars in Trades | 161 | 153 | 168 | 161 | 153 | 168 |
Avg Bars in Winners | 327 | 267 | 434 | 327 | 267 | 434 |
Avg Bars in Losers | 86 | 81 | 90 | 86 | 81 | 90 |
Bars Traded | 11443 | 5530 | 5913 | 11443 | 5530 | 5913 |
Profit Streak | 0 | 0 | 611.1688 | 0 | 0 | 611.1688 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77473 | 613500 | -616685 | -676672 | -328701 | -616685 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 186, "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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