Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098724.3344 | 969049.5482 | 129674.7862 | 1269399.2379 | 818857.5822 | 450541.6558 |
Total P&L (%) | 1098.7243 | 969.0495 | 129.6748 | 1269.3992 | 818.8576 | 450.5417 |
Avg Daily Profit (%) | 0.4622 | 0.4076 | 0.0545 | 0.1101 | 0.0933 | 0.0718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113234 | -87280 | -73713 | -4918679 | -2700569 | -3052359 |
Profit Factor | 2.812 | 4.3391 | 1.4102 | 1.0917 | 1.1282 | 1.0604 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 30.5882 | 30.2326 | 30.9524 | 30.5882 | 30.2326 | 30.9524 |
Ratio Avg Win / Avg Loss | 6.3811 | 10.0134 | 3.1458 | 2.4773 | 2.6035 | 2.3655 |
Largest Winning Trade | 726158 | 726158 | 70245 | 2517297 | 2260866 | 2517297 |
Largest Losing Trade | -36788 | -25422 | -36788 | -1238748 | -778697 | -1238748 |
Avg Bars in Trades | 80 | 54 | 108 | 80 | 54 | 108 |
Avg Bars in Winners | 199 | 133 | 264 | 199 | 133 | 264 |
Avg Bars in Losers | 28 | 20 | 38 | 28 | 20 | 38 |
Bars Traded | 6882 | 2338 | 4544 | 6882 | 2338 | 4544 |
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 | 299658 | 341501 | -125574 | -171435 | -153977 | -257446 |
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "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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