Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6372356.2089 | 6502010.04 | -129653.8311 | 41113.9825 | 28649.304 | 12464.6786 |
Total P&L (%) | 6372.3562 | 6502.01 | -129.6538 | 41.114 | 28.6493 | 12.4647 |
Avg Daily Profit (%) | 3.2454 | 3.3114 | -0.066 | 0.0175 | 0.0128 | 0.006 |
Buy And Hold Return (%) | 1327.9262 | 1327.9262 | 1327.9262 | 1327.9262 | 1327.9262 | 1327.9262 |
Max Trade Drawdown | -331139 | -109561 | -209567 | -74756 | -50086 | -46623 |
Profit Factor | 11.0414 | 23.4122 | 0.6236 | 1.1132 | 1.1509 | 1.0719 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 34.8485 | 33.3333 | 36.3636 | 34.8485 | 33.3333 | 36.3636 |
Ratio Avg Win / Avg Loss | 20.6426 | 46.8245 | 1.0914 | 2.0812 | 2.3017 | 1.8759 |
Largest Winning Trade | 6576014 | 6576014 | 60672 | 56558 | 56558 | 39518 |
Largest Losing Trade | -65171 | -63077 | -65171 | -42475 | -42475 | -25805 |
Avg Bars in Trades | 114 | 107 | 121 | 114 | 107 | 121 |
Avg Bars in Winners | 216 | 208 | 223 | 216 | 208 | 223 |
Avg Bars in Losers | 60 | 57 | 63 | 60 | 57 | 63 |
Bars Traded | 7571 | 3556 | 4015 | 7571 | 3556 | 4015 |
Profit Streak | 0 | 0 | 598.3444 | 0 | 0 | 598.3444 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112365 | 573932 | -583480 | -564740 | -401437 | -495251 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 109, "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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