Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81250.1149 | 51893.3847 | 29356.7302 | 96774.6747 | 53834.8473 | 42939.8273 |
Total P&L (%) | 81.2501 | 51.8934 | 29.3567 | 96.7747 | 53.8348 | 42.9398 |
Avg Daily Profit (%) | 0.936 | 0.5978 | 0.3382 | 0.7828 | 0.4974 | 0.4124 |
Buy And Hold Return (%) | 12.1611 | 12.1611 | 12.1611 | 12.1611 | 12.1611 | 12.1611 |
Max Trade Drawdown | -37344 | -27348 | -17818 | -36438 | -26683 | -17179 |
Profit Factor | 1.553 | 1.7191 | 1.3926 | 1.5992 | 1.6584 | 1.5385 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 38.2022 | 39.3258 | 37.0787 | 38.2022 | 39.3258 | 37.0787 |
Ratio Avg Win / Avg Loss | 2.5121 | 2.6524 | 2.3632 | 2.587 | 2.5587 | 2.6108 |
Largest Winning Trade | 36458 | 36458 | 21404 | 40908 | 40908 | 34922 |
Largest Losing Trade | -5255 | -5255 | -4620 | -9005 | -9005 | -6400 |
Avg Bars in Trades | 138 | 141 | 135 | 138 | 141 | 135 |
Avg Bars in Winners | 234 | 235 | 232 | 234 | 235 | 232 |
Avg Bars in Losers | 79 | 80 | 77 | 79 | 80 | 77 |
Bars Traded | 24638 | 12603 | 12034 | 24638 | 12603 | 12034 |
Profit Streak | 0 | 0 | 1.0179 | 0 | 0 | 1.0179 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352552 | 211694 | -3521 | 360839 | 181695 | -783 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 85, "offset": 75 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 85, "offset": 75 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "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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