Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519543.5615 | 566572.2997 | -47028.7382 | -20901.7127 | 560789.7736 | -581691.4863 |
Total P&L (%) | 519.5436 | 566.5723 | -47.0287 | -20.9017 | 560.7898 | -581.6915 |
Avg Daily Profit (%) | 0.2784 | 0.3036 | -0.0252 | -0.0126 | 0.1012 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -328395 | -149739 | -185685 | -1159161 | -495616 | -772248 |
Profit Factor | 1.4449 | 1.9955 | 0.9215 | 0.9908 | 1.5567 | 0.5364 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Losing Trades | 147 | 72 | 75 | 147 | 72 | 75 |
Profitability (%) | 38.4937 | 40 | 36.9748 | 38.4937 | 40 | 36.9748 |
Ratio Avg Win / Avg Loss | 2.3086 | 2.9933 | 1.5707 | 1.5831 | 2.3351 | 0.9143 |
Largest Winning Trade | 309490 | 309490 | 46278 | 570716 | 570716 | 191036 |
Largest Losing Trade | -38356 | -32866 | -38356 | -452487 | -192974 | -452487 |
Avg Bars in Trades | 89 | 82 | 95 | 89 | 82 | 95 |
Avg Bars in Winners | 147 | 134 | 160 | 147 | 134 | 160 |
Avg Bars in Losers | 53 | 48 | 58 | 53 | 48 | 58 |
Bars Traded | 21366 | 9950 | 11416 | 21366 | 9950 | 11416 |
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 | 272312 | 309266 | -583303 | -581224 | -58757 | -586081 |
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{ "first_band": { "type": "dcm", "factors": { "length": 6, "offset": 203 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 6, "offset": 203 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "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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