Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508767.8888 | 364853.1442 | 143914.7446 | 672153.6018 | 619070.3912 | 53083.2105 |
Total P&L (%) | 508.7679 | 364.8531 | 143.9147 | 672.1536 | 619.0704 | 53.0832 |
Avg Daily Profit (%) | 0.2874 | 0.2061 | 0.0813 | 0.1155 | 0.1115 | 0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123913 | -90235 | -94165 | -1830811 | -1390895 | -818793 |
Profit Factor | 1.5835 | 1.7113 | 1.4008 | 1.0858 | 1.1357 | 1.0162 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 105 | 46 | 59 | 105 | 46 | 59 |
Losing Trades | 127 | 70 | 57 | 127 | 70 | 57 |
Profitability (%) | 45.2586 | 39.6552 | 50.8621 | 45.2586 | 39.6552 | 50.8621 |
Ratio Avg Win / Avg Loss | 1.9152 | 2.6041 | 1.3533 | 1.3132 | 1.7283 | 0.9818 |
Largest Winning Trade | 182166 | 182166 | 70757 | 732481 | 732481 | 589065 |
Largest Losing Trade | -34327 | -34327 | -32288 | -567746 | -567746 | -534653 |
Avg Bars in Trades | 43 | 52 | 34 | 43 | 52 | 34 |
Avg Bars in Winners | 62 | 85 | 45 | 62 | 85 | 45 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 10032 | 6050 | 3982 | 10032 | 6050 | 3982 |
Profit Streak | 19.767 | 21.4337 | 0 | 19.767 | 21.4337 | 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 | 418986 | 259130 | -83849 | -164627 | -117575 | -366366 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "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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