Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466754.6392 | 416505.8458 | 50248.7933 | 173579.5381 | 82740.3969 | 90839.1412 |
Total P&L (%) | 466.7546 | 416.5058 | 50.2488 | 173.5795 | 82.7404 | 90.8391 |
Avg Daily Profit (%) | 0.2629 | 0.2346 | 0.0283 | 0.0567 | 0.034 | 0.0364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119664 | -107205 | -60751 | -929135 | -899873 | -477364 |
Profit Factor | 1.3738 | 1.6606 | 1.0813 | 1.0236 | 1.0221 | 1.0252 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 185 | 97 | 88 | 185 | 97 | 88 |
Profitability (%) | 42.9012 | 40.1235 | 45.679 | 42.9012 | 40.1235 | 45.679 |
Ratio Avg Win / Avg Loss | 1.8284 | 2.4782 | 1.2858 | 1.3623 | 1.5253 | 1.2191 |
Largest Winning Trade | 207055 | 207055 | 58266 | 320449 | 320449 | 255292 |
Largest Losing Trade | -24440 | -22216 | -24440 | -165141 | -151318 | -165141 |
Avg Bars in Trades | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Winners | 100 | 115 | 87 | 100 | 115 | 87 |
Avg Bars in Losers | 38 | 35 | 42 | 38 | 35 | 42 |
Bars Traded | 21141 | 10911 | 10230 | 21141 | 10911 | 10230 |
Profit Streak | 0 | 0 | 21.8468 | 0 | 0 | 21.8468 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314562 | 270509 | -288357 | -312845 | -346203 | -337935 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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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