Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288256.1413 | 276722.7054 | 11533.436 | -56847.6869 | -59435.9133 | 2588.2264 |
Total P&L (%) | 288.2561 | 276.7227 | 11.5334 | -56.8477 | -59.4359 | 2.5882 |
Avg Daily Profit (%) | 0.1508 | 0.1448 | 0.006 | -0.044 | -0.0472 | 0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204832 | -81536 | -168215 | -369507 | -280474 | -239761 |
Profit Factor | 1.226 | 1.4518 | 1.0174 | 0.9681 | 0.9408 | 1.0033 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 53.3333 | 53.5714 | 53.0973 | 53.3333 | 53.5714 | 53.0973 |
Ratio Avg Win / Avg Loss | 1.0728 | 1.2583 | 0.8987 | 0.8471 | 0.8153 | 0.8863 |
Largest Winning Trade | 85197 | 85197 | 52704 | 125400 | 75892 | 125400 |
Largest Losing Trade | -55811 | -35382 | -55811 | -111907 | -111907 | -70289 |
Avg Bars in Trades | 100 | 82 | 118 | 100 | 82 | 118 |
Avg Bars in Winners | 85 | 63 | 106 | 85 | 63 | 106 |
Avg Bars in Losers | 118 | 104 | 131 | 118 | 104 | 131 |
Bars Traded | 22656 | 9275 | 13381 | 22656 | 9275 | 13381 |
Profit Streak | 0 | 66.5393 | 0 | 0 | 66.5393 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303919 | 102973 | -505740 | -579168 | -579188 | -575181 |
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 92, "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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