Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950183.0929 | 741303.6068 | 208879.4862 | 3990254.8395 | -1259753.3517 | 5250008.1912 |
Total P&L (%) | 950.1831 | 741.3036 | 208.8795 | 3990.2548 | -1259.7534 | 5250.0082 |
Avg Daily Profit (%) | 0.4035 | 0.3148 | 0.0887 | 0.1577 | 0 | 0.1691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103787 | -68898 | -104872 | -3512842 | -4079258 | -1625474 |
Profit Factor | 2.2489 | 2.8087 | 1.5952 | 1.2726 | 0.8643 | 1.9806 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
Losing Trades | 72 | 44 | 28 | 72 | 44 | 28 |
Profitability (%) | 43.3071 | 31.25 | 55.5556 | 43.3071 | 31.25 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.9441 | 6.1791 | 1.2762 | 1.6659 | 1.9015 | 1.5845 |
Largest Winning Trade | 316464 | 316464 | 65516 | 2576287 | 2576287 | 2539727 |
Largest Losing Trade | -38020 | -24196 | -38020 | -1407007 | -1354640 | -1407007 |
Avg Bars in Trades | 54 | 48 | 61 | 54 | 48 | 61 |
Avg Bars in Winners | 89 | 92 | 88 | 89 | 92 | 88 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 6963 | 3110 | 3853 | 6963 | 3110 | 3853 |
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 | 424491 | -132370 | -218617 | 231753 | -724750 | -134423 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dcm", "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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