Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966451.8501 | 886509.6623 | 79942.1878 | 1567374.6611 | 1381496.4039 | 185878.2572 |
Total P&L (%) | 966.4519 | 886.5097 | 79.9422 | 1567.3747 | 1381.4964 | 185.8783 |
Avg Daily Profit (%) | 0.5257 | 0.4822 | 0.0435 | 0.1532 | 0.1467 | 0.0572 |
Buy And Hold Return (%) | 175.158 | 175.158 | 175.158 | 175.158 | 175.158 | 175.158 |
Max Trade Drawdown | -135324 | -119593 | -59228 | -505012 | -377580 | -380116 |
Profit Factor | 3.4262 | 5.4584 | 1.4007 | 1.9867 | 3.1465 | 1.1967 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 42.1053 | 44.8276 | 39.2857 | 42.1053 | 44.8276 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.7111 | 6.718 | 2.1648 | 2.7316 | 3.8726 | 1.8494 |
Largest Winning Trade | 746319 | 746319 | 60153 | 564871 | 564871 | 512559 |
Largest Losing Trade | -28439 | -28439 | -24486 | -380116 | -90288 | -380116 |
Avg Bars in Trades | 184 | 186 | 182 | 184 | 186 | 182 |
Avg Bars in Winners | 318 | 315 | 323 | 318 | 315 | 323 |
Avg Bars in Losers | 86 | 82 | 91 | 86 | 82 | 91 |
Bars Traded | 10517 | 5414 | 5103 | 10517 | 5414 | 5103 |
Profit Streak | 81.7164 | 145.5497 | 0 | 81.7164 | 145.5497 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165626 | 582611 | -324019 | -170600 | 293659 | -291607 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 107, "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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