Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865320.4333 | 545062.529 | 320257.9043 | 14211570.3377 | 1224529.2374 | 12987041.1003 |
Total P&L (%) | 865.3204 | 545.0625 | 320.2579 | 14211.5703 | 1224.5292 | 12987.0411 |
Avg Daily Profit (%) | 0.4918 | 0.3098 | 0.182 | 0.2825 | 0.1469 | 0.2774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67594 | -89101 | -32724 | -7623752 | -5830370 | -3095000 |
Profit Factor | 3.181 | 3.0773 | 3.3835 | 1.7153 | 1.0912 | 3.0143 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 55.2941 | 48.8372 | 61.9048 | 55.2941 | 48.8372 | 61.9048 |
Ratio Avg Win / Avg Loss | 2.5719 | 3.2238 | 2.0821 | 1.3868 | 1.1432 | 1.855 |
Largest Winning Trade | 242905 | 242905 | 61235 | 4752228 | 4289600 | 4752228 |
Largest Losing Trade | -33253 | -33253 | -31058 | -4023726 | -4023726 | -1731113 |
Avg Bars in Trades | 120 | 96 | 144 | 120 | 96 | 144 |
Avg Bars in Winners | 153 | 126 | 174 | 153 | 126 | 174 |
Avg Bars in Losers | 80 | 69 | 96 | 80 | 69 | 96 |
Bars Traded | 10252 | 4169 | 6083 | 10252 | 4169 | 6083 |
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 | 630865 | 520332 | 558858 | 424647 | -117042 | 577558 |
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{ "first_band": { "type": "dcm", "factors": { "length": 74, "offset": 66 } }, "second_band": { "type": "sinwma", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 74, "offset": 66 } }, "second_band": { "type": "sinwma", "factors": { "length": 81, "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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