Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280809.1222 | 275367.0896 | 5442.0326 | -7924.991 | -62202.7743 | 54277.7833 |
Total P&L (%) | 280.8091 | 275.3671 | 5.442 | -7.925 | -62.2028 | 54.2778 |
Avg Daily Profit (%) | 0.2584 | 0.2534 | 0.005 | -0.0076 | -0.0895 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165817 | -115050 | -73648 | -634189 | -523365 | -196528 |
Profit Factor | 1.4289 | 1.7371 | 1.0194 | 0.9959 | 0.947 | 1.0694 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 42.8571 | 38.75 | 46.9136 | 42.8571 | 38.75 | 46.9136 |
Ratio Avg Win / Avg Loss | 1.9053 | 2.7457 | 1.1535 | 1.3279 | 1.4968 | 1.2101 |
Largest Winning Trade | 351058 | 351058 | 31622 | 419016 | 419016 | 134490 |
Largest Losing Trade | -24114 | -24114 | -20590 | -119634 | -119634 | -85553 |
Avg Bars in Trades | 26 | 30 | 21 | 26 | 30 | 21 |
Avg Bars in Winners | 30 | 36 | 25 | 30 | 36 | 25 |
Avg Bars in Losers | 23 | 27 | 18 | 23 | 27 | 18 |
Bars Traded | 4235 | 2469 | 1766 | 4235 | 2469 | 1766 |
Profit Streak | 0 | 37.1928 | 0 | 0 | 37.1928 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304079 | -11918 | -564016 | -580767 | -602400 | -297770 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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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