Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166613.9362 | 91029.1754 | 75584.7608 | 96972.0111 | 27847.3748 | 69124.6364 |
Total P&L (%) | 166.6139 | 91.0292 | 75.5848 | 96.972 | 27.8474 | 69.1246 |
Avg Daily Profit (%) | 0.3199 | 0.1748 | 0.1451 | 0.1302 | 0.0472 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121443 | -80856 | -52430 | -115006 | -76822 | -63222 |
Profit Factor | 1.3366 | 1.3459 | 1.3261 | 1.1605 | 1.0881 | 1.2399 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 50.9653 | 50.3876 | 51.5385 | 50.9653 | 50.3876 | 51.5385 |
Ratio Avg Win / Avg Loss | 1.286 | 1.3252 | 1.2469 | 1.1165 | 1.0713 | 1.1658 |
Largest Winning Trade | 112160 | 112160 | 35718 | 45206 | 45206 | 32716 |
Largest Losing Trade | -31773 | -22543 | -31773 | -38549 | -26634 | -38549 |
Avg Bars in Trades | 94 | 114 | 75 | 94 | 114 | 75 |
Avg Bars in Winners | 81 | 97 | 65 | 81 | 97 | 65 |
Avg Bars in Losers | 108 | 130 | 86 | 108 | 130 | 86 |
Bars Traded | 24521 | 14716 | 9805 | 24521 | 14716 | 9805 |
Profit Streak | 13.2361 | 13.2361 | 13.4445 | 13.2361 | 13.2361 | 13.4445 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409212 | 275213 | 51679 | -60767 | -256968 | -58060 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "offset": 242 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "offset": 242 } } }
# | 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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