Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1639139.0156 | -103053.9153 | -1536085.1003 | -7560.4305 | -6323338.6889 | 6315778.2584 |
Total P&L (%) | -1639.139 | -103.0539 | -1536.0851 | -7.5604 | -6323.3387 | 6315.7783 |
Avg Daily Profit (%) | -0.7235 | -0.0455 | -0.678 | -0.0035 | 0 | 0.1839 |
Buy And Hold Return (%) | 354.8736 | 354.8736 | 354.8736 | 354.8736 | 354.8736 | 354.8736 |
Max Trade Drawdown | -1775105 | -200641 | -1625653 | -7323424 | -6398381 | -1227157 |
Profit Factor | 0.1973 | 0.6725 | 0.1107 | 0.9993 | 0.1378 | 3.112 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 17 | 19 | 34 | 14 | 20 |
Losing Trades | 31 | 16 | 15 | 33 | 19 | 14 |
Profitability (%) | 53.7313 | 51.5152 | 55.8824 | 50.7463 | 42.4242 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.1699 | 0.633 | 0.0874 | 0.9699 | 0.1871 | 2.1784 |
Largest Winning Trade | 42390 | 42390 | 32017 | 8101347 | 567015 | 8101347 |
Largest Losing Trade | -1139852 | -51504 | -1139852 | -3806461 | -3806461 | -925276 |
Avg Bars in Trades | 128 | 120 | 136 | 128 | 120 | 136 |
Avg Bars in Winners | 81 | 75 | 87 | 90 | 78 | 98 |
Avg Bars in Losers | 183 | 168 | 199 | 168 | 151 | 191 |
Bars Traded | 8624 | 3969 | 4655 | 8624 | 3969 | 4655 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -701294 | -580606 | -580032 | -701681 | -583748 | 539010 |
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 188, "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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