Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890118.5583 | 773360.7531 | 116757.8053 | 11833488.4184 | 12350840.7923 | -517352.3739 |
Total P&L (%) | 890.1186 | 773.3608 | 116.7578 | 11833.4884 | 12350.8408 | -517.3524 |
Avg Daily Profit (%) | 0.3556 | 0.3089 | 0.0466 | 0.1912 | 0.1929 | 0 |
Buy And Hold Return (%) | 812.3743 | 812.3743 | 812.3743 | 812.3743 | 812.3743 | 812.3743 |
Max Trade Drawdown | -111092 | -97233 | -92936 | -5410185 | -3304511 | -6166605 |
Profit Factor | 2.9595 | 3.9531 | 1.6069 | 1.7412 | 2.5153 | 0.9338 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 49.4737 | 44.6809 | 54.1667 | 49.4737 | 44.6809 | 54.1667 |
Ratio Avg Win / Avg Loss | 3.0225 | 4.8943 | 1.3597 | 1.7782 | 3.1142 | 0.7901 |
Largest Winning Trade | 263033 | 263033 | 58337 | 7247939 | 7247939 | 1650105 |
Largest Losing Trade | -38111 | -30970 | -38111 | -3812516 | -1837990 | -3812516 |
Avg Bars in Trades | 73 | 90 | 56 | 73 | 90 | 56 |
Avg Bars in Winners | 90 | 123 | 63 | 90 | 123 | 63 |
Avg Bars in Losers | 56 | 64 | 47 | 56 | 64 | 47 |
Bars Traded | 6968 | 4259 | 2709 | 6968 | 4259 | 2709 |
Profit Streak | 116.5647 | 150.898 | 116.5647 | 116.5647 | 150.898 | 116.5647 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119978 | -151194 | -293272 | 441718 | 408917 | -579585 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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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