Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2031564.2667 | 1887961.4809 | 143602.7858 | 3302576.4071 | 1801942.6066 | 1500633.8005 |
Total P&L (%) | 2031.5643 | 1887.9615 | 143.6028 | 3302.5764 | 1801.9426 | 1500.6338 |
Avg Daily Profit (%) | 0.8787 | 0.8166 | 0.0621 | 0.1527 | 0.1275 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144366 | -79461 | -69416 | -2514805 | -1958019 | -1873389 |
Profit Factor | 4.2907 | 6.8071 | 1.4914 | 1.3116 | 1.3339 | 1.2885 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.8261 | 42.8571 | 52.9412 | 47.8261 | 42.8571 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.6807 | 9.0761 | 1.3257 | 1.4308 | 1.7785 | 1.1453 |
Largest Winning Trade | 1543398 | 1543398 | 80705 | 2024035 | 1720411 | 2024035 |
Largest Losing Trade | -51689 | -37255 | -51689 | -1873389 | -1251742 | -1873389 |
Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Winners | 96 | 95 | 96 | 96 | 95 | 96 |
Avg Bars in Losers | 35 | 39 | 30 | 35 | 39 | 30 |
Bars Traded | 4442 | 2219 | 2223 | 4442 | 2219 | 2223 |
Profit Streak | 20.6352 | 21.6352 | 0 | 20.6352 | 21.6352 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86060 | 700965 | -108373 | -98781 | -23251 | -31997 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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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