Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353638.2285 | 285234.3637 | 68403.8648 | 169233.7229 | 486830.633 | -317596.9101 |
Total P&L (%) | 353.6382 | 285.2344 | 68.4039 | 169.2337 | 486.8306 | -317.5969 |
Avg Daily Profit (%) | 0.2218 | 0.1789 | 0.0429 | 0.0621 | 0.1111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176127 | -100483 | -99381 | -512803 | -308217 | -523235 |
Profit Factor | 1.636 | 2.0369 | 1.2435 | 1.0877 | 1.5588 | 0.7002 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 49.3506 | 48.7179 | 50 | 49.3506 | 48.7179 | 50 |
Ratio Avg Win / Avg Loss | 1.679 | 2.1441 | 1.2435 | 1.1163 | 1.6409 | 0.7002 |
Largest Winning Trade | 94239 | 94239 | 64136 | 316042 | 316042 | 143885 |
Largest Losing Trade | -62341 | -36330 | -62341 | -193156 | -120891 | -193156 |
Avg Bars in Trades | 117 | 83 | 152 | 117 | 83 | 152 |
Avg Bars in Winners | 130 | 71 | 189 | 130 | 71 | 189 |
Avg Bars in Losers | 104 | 94 | 115 | 104 | 94 | 115 |
Bars Traded | 9047 | 3255 | 5792 | 9047 | 3255 | 5792 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35624 | 390034 | -135949 | -280575 | -42422 | -580764 |
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{ "first_band": { "type": "dcm", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 40, "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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