Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2397653.7182 | 2441557.7232 | -43904.005 | 205234.7614 | 2265315.4476 | -2060080.6862 |
Total P&L (%) | 2397.6537 | 2441.5577 | -43.904 | 205.2348 | 2265.3154 | -2060.0807 |
Avg Daily Profit (%) | 1.063 | 1.0825 | -0.0195 | 0.0495 | 0.1404 | 0 |
Buy And Hold Return (%) | 363.4469 | 363.4469 | 363.4469 | 363.4469 | 363.4469 | 363.4469 |
Max Trade Drawdown | -292430 | -204324 | -137442 | -14379171 | -7518926 | -7615169 |
Profit Factor | 4.0639 | 6.02 | 0.8518 | 1.0094 | 1.1813 | 0.781 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 38.1818 | 30.9091 | 45.4545 | 38.1818 | 30.9091 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.5796 | 13.4564 | 1.0221 | 1.6342 | 2.6406 | 0.9372 |
Largest Winning Trade | 2191232 | 2191232 | 35124 | 9372971 | 9372971 | 3784381 |
Largest Losing Trade | -47098 | -38465 | -47098 | -3887977 | -3887977 | -2982214 |
Avg Bars in Trades | 38 | 57 | 19 | 38 | 57 | 19 |
Avg Bars in Winners | 54 | 95 | 25 | 54 | 95 | 25 |
Avg Bars in Losers | 28 | 39 | 14 | 28 | 39 | 14 |
Bars Traded | 4235 | 3138 | 1097 | 4235 | 3138 | 1097 |
Profit Streak | 0 | 0 | 74.0468 | 0 | 0 | 74.0468 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573497 | -166006 | -759690 | -506011 | -213469 | -761357 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "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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