Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309445.2618 | 201238.3249 | 108206.9369 | 605345.4405 | 548846.6604 | 56498.7802 |
Total P&L (%) | 309.4453 | 201.2383 | 108.2069 | 605.3454 | 548.8467 | 56.4988 |
Avg Daily Profit (%) | 0.2971 | 0.1932 | 0.1039 | 0.1877 | 0.1797 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58786 | -43174 | -61707 | -606259 | -204532 | -502947 |
Profit Factor | 1.6912 | 1.898 | 1.4839 | 1.3329 | 1.6465 | 1.0583 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 40.5714 | 37.5 | 43.6782 | 40.5714 | 37.5 | 43.6782 |
Ratio Avg Win / Avg Loss | 2.4772 | 3.1633 | 1.9135 | 1.9524 | 2.7442 | 1.3646 |
Largest Winning Trade | 81840 | 81840 | 47078 | 345783 | 345783 | 219488 |
Largest Losing Trade | -25397 | -13630 | -25397 | -92106 | -92106 | -85779 |
Avg Bars in Trades | 140 | 131 | 149 | 140 | 131 | 149 |
Avg Bars in Winners | 246 | 232 | 259 | 246 | 232 | 259 |
Avg Bars in Losers | 68 | 71 | 64 | 68 | 71 | 64 |
Bars Traded | 24626 | 11604 | 13022 | 24626 | 11604 | 13022 |
Profit Streak | 13.5725 | 35.7809 | 0 | 13.5725 | 35.7809 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342228 | 251179 | -54763 | 258483 | 244556 | -295574 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 199, "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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