Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157697.9405 | 1180263.59 | -22565.6495 | 454659.6652 | 3164570.2283 | -2709910.5631 |
Total P&L (%) | 1157.6979 | 1180.2636 | -22.5656 | 454.6597 | 3164.5702 | -2709.9106 |
Avg Daily Profit (%) | 0.6371 | 0.6496 | -0.0124 | 0.0943 | 0.192 | 0 |
Buy And Hold Return (%) | 650.2033 | 650.2033 | 650.2033 | 650.2033 | 650.2033 | 650.2033 |
Max Trade Drawdown | -179004 | -127137 | -106417 | -3831196 | -1579943 | -3082357 |
Profit Factor | 3.1642 | 4.7823 | 0.8988 | 1.0628 | 1.9339 | 0.2964 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.1379 | 6.2538 | 1.1753 | 1.3898 | 2.5289 | 0.3877 |
Largest Winning Trade | 733529 | 733529 | 59641 | 3147953 | 3147953 | 280991 |
Largest Losing Trade | -51445 | -38632 | -51445 | -2128046 | -919866 | -2128046 |
Avg Bars in Trades | 85 | 126 | 45 | 85 | 126 | 45 |
Avg Bars in Winners | 123 | 188 | 58 | 123 | 188 | 58 |
Avg Bars in Losers | 57 | 79 | 35 | 57 | 79 | 35 |
Bars Traded | 5150 | 3791 | 1359 | 5150 | 3791 | 1359 |
Profit Streak | 191.4078 | 192.7411 | 191.4078 | 191.4078 | 192.7411 | 191.4078 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165264 | 350252 | -581162 | -558994 | 306906 | -582828 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 219, "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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