Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73206.1389 | 31420.9475 | 41785.1914 | 100847.5502 | 39725.4772 | 61122.073 |
Total P&L (%) | 73.2061 | 31.4209 | 41.7852 | 100.8476 | 39.7255 | 61.1221 |
Avg Daily Profit (%) | 1.4056 | 0.6033 | 0.8023 | 1.3481 | 0.6444 | 0.9201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13748 | -18613 | -9227 | -25381 | -33436 | -16704 |
Profit Factor | 1.9592 | 1.6688 | 2.4241 | 1.7475 | 1.473 | 2.2001 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 67.8571 | 68.5714 | 67.1429 | 67.8571 | 68.5714 | 67.1429 |
Ratio Avg Win / Avg Loss | 0.928 | 0.7649 | 1.1863 | 0.8278 | 0.6751 | 1.0766 |
Largest Winning Trade | 5257 | 5257 | 4042 | 8650 | 8650 | 6507 |
Largest Losing Trade | -9079 | -9079 | -3743 | -16012 | -16012 | -6034 |
Avg Bars in Trades | 168 | 171 | 165 | 168 | 171 | 165 |
Avg Bars in Winners | 122 | 109 | 136 | 122 | 109 | 136 |
Avg Bars in Losers | 265 | 306 | 225 | 265 | 306 | 225 |
Bars Traded | 23589 | 11984 | 11605 | 23589 | 11984 | 11605 |
Profit Streak | 0 | 3.8185 | 0 | 0 | 3.8185 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534499 | -85751 | -79264 | 517997 | -85570 | -78678 |
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{ "first_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 156, "offset": 128 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 156, "offset": 128 } } }
# | 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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