Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1696801.9976 | 1566085.8018 | 130716.1957 | 3687893.9319 | -91209.0565 | 3779102.9884 |
Total P&L (%) | 1696.802 | 1566.0858 | 130.7162 | 3687.8939 | -91.2091 | 3779.103 |
Avg Daily Profit (%) | 0.9155 | 0.845 | 0.0705 | 0.1963 | -0.1311 | 0.1976 |
Buy And Hold Return (%) | 80.8657 | 80.8657 | 80.8657 | 80.8657 | 80.8657 | 80.8657 |
Max Trade Drawdown | -86089 | -73844 | -47625 | -4523822 | -4544072 | -1745974 |
Profit Factor | 4.0411 | 6.1702 | 1.5125 | 1.242 | 0.9898 | 1.6016 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 36.2637 | 30.4348 | 42.2222 | 36.2637 | 30.4348 | 42.2222 |
Ratio Avg Win / Avg Loss | 7.1026 | 14.1032 | 2.0698 | 2.1829 | 2.2624 | 2.1917 |
Largest Winning Trade | 1376376 | 1376376 | 69825 | 1857538 | 1857538 | 1826462 |
Largest Losing Trade | -39599 | -39599 | -25811 | -1318142 | -972518 | -1318142 |
Avg Bars in Trades | 57 | 45 | 69 | 57 | 45 | 69 |
Avg Bars in Winners | 97 | 75 | 114 | 97 | 75 | 114 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 5220 | 2097 | 3123 | 5220 | 2097 | 3123 |
Profit Streak | 0 | 0 | 143.0932 | 0 | 0 | 143.0932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549322 | 511135 | -108105 | 134911 | -585535 | 311814 |
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "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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