Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41548.2974 | 334775.9007 | -293227.6033 | 8827866.7676 | 2802711.1158 | 6025155.6518 |
Total P&L (%) | 41.5483 | 334.7759 | -293.2276 | 8827.8668 | 2802.7111 | 6025.1557 |
Avg Daily Profit (%) | 0.0166 | 0.1339 | -0.1173 | 0.1798 | 0.1348 | 0.1647 |
Buy And Hold Return (%) | 810.166 | 810.166 | 810.166 | 810.166 | 810.166 | 810.166 |
Max Trade Drawdown | -305006 | -60161 | -378850 | -2550606 | -1164438 | -2254905 |
Profit Factor | 1.0541 | 2.8554 | 0.5011 | 2.3897 | 2.2683 | 2.4544 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 94 | 48 | 46 | 58 | 26 | 32 |
Losing Trades | 29 | 13 | 16 | 65 | 35 | 30 |
Profitability (%) | 76.4228 | 78.6885 | 74.1935 | 47.1545 | 42.623 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.3252 | 0.7733 | 0.1743 | 2.6781 | 3.0535 | 2.301 |
Largest Winning Trade | 135674 | 135674 | 37710 | 6506112 | 893698 | 6506112 |
Largest Losing Trade | -305006 | -52096 | -305006 | -2254905 | -739776 | -2254905 |
Avg Bars in Trades | 39 | 40 | 37 | 39 | 40 | 37 |
Avg Bars in Winners | 23 | 23 | 24 | 41 | 51 | 32 |
Avg Bars in Losers | 88 | 104 | 75 | 37 | 32 | 43 |
Bars Traded | 4808 | 2467 | 2341 | 4808 | 2467 | 2341 |
Profit Streak | 23.3388 | 146.3388 | 23.3388 | 23.3388 | 146.3388 | 23.3388 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -493596 | -333916 | -730786 | 473182 | -174433 | -140522 |
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{ "first_band": { "type": "dcm", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 151, "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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