Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 921884.7254 | 882506.4353 | 39378.2901 | 396342.2679 | 857752.8499 | -461410.5821 |
Total P&L (%) | 921.8847 | 882.5064 | 39.3783 | 396.3423 | 857.7529 | -461.4106 |
Avg Daily Profit (%) | 0.3969 | 0.38 | 0.017 | 0.069 | 0.0973 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138580 | -94540 | -141547 | -1048245 | -474428 | -809831 |
Profit Factor | 1.9674 | 2.8154 | 1.0843 | 1.0948 | 1.4093 | 0.7787 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 36.6667 | 31.6667 | 41.6667 | 36.6667 | 31.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.3982 | 6.0753 | 1.5181 | 1.891 | 3.0411 | 1.0901 |
Largest Winning Trade | 400594 | 400594 | 84215 | 944911 | 944911 | 215496 |
Largest Losing Trade | -48771 | -32275 | -48771 | -402199 | -270321 | -402199 |
Avg Bars in Trades | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Winners | 63 | 66 | 61 | 63 | 66 | 61 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 4506 | 2162 | 2344 | 4506 | 2162 | 2344 |
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 | 309291 | -161638 | -471811 | -220794 | -237339 | -751810 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "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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