Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1133024.4941 | 1137016.7667 | -3992.2726 | 660404.5961 | 2713020.8888 | -2052616.2927 |
Total P&L (%) | 1133.0245 | 1137.0168 | -3.9923 | 660.4046 | 2713.0209 | -2052.6163 |
Avg Daily Profit (%) | 0.6167 | 0.6188 | -0.0022 | 0.1105 | 0.1818 | 0 |
Buy And Hold Return (%) | 752.8927 | 752.8927 | 752.8927 | 752.8927 | 752.8927 | 752.8927 |
Max Trade Drawdown | -138491 | -104121 | -96281 | -2509895 | -975221 | -2217199 |
Profit Factor | 3.0872 | 4.4499 | 0.9813 | 1.1126 | 2.0209 | 0.36 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 50.7042 | 48.5714 | 52.7778 | 50.7042 | 48.5714 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.0014 | 4.7117 | 0.878 | 1.0817 | 2.1398 | 0.3221 |
Largest Winning Trade | 581439 | 581439 | 58912 | 2262977 | 2262977 | 221248 |
Largest Losing Trade | -68496 | -33840 | -68496 | -1917890 | -340014 | -1917890 |
Avg Bars in Trades | 73 | 108 | 38 | 73 | 108 | 38 |
Avg Bars in Winners | 89 | 139 | 44 | 89 | 139 | 44 |
Avg Bars in Losers | 56 | 79 | 32 | 56 | 79 | 32 |
Bars Traded | 5209 | 3811 | 1398 | 5209 | 3811 | 1398 |
Profit Streak | 0 | 207.6699 | 0 | 0 | 207.6699 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83878 | 333558 | -580420 | -398713 | 344103 | -580420 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 224, "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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