Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438948.8887 | 418394.8126 | 20554.0761 | 360211.7821 | 19566.7522 | 340645.0298 |
Total P&L (%) | 438.9489 | 418.3948 | 20.5541 | 360.2118 | 19.5668 | 340.645 |
Avg Daily Profit (%) | 0.2419 | 0.2306 | 0.0113 | 0.0842 | 0.0098 | 0.0818 |
Buy And Hold Return (%) | 149.2857 | 149.2857 | 149.2857 | 149.2857 | 149.2857 | 149.2857 |
Max Trade Drawdown | -115896 | -112355 | -81677 | -595813 | -578824 | -201991 |
Profit Factor | 1.8272 | 2.4075 | 1.0881 | 1.2046 | 1.0156 | 1.6688 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 46.5753 | 47.2222 | 45.9459 | 46.5753 | 47.2222 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.0959 | 2.6908 | 1.2801 | 1.3817 | 1.1351 | 1.9633 |
Largest Winning Trade | 114501 | 114501 | 61579 | 270962 | 195699 | 270962 |
Largest Losing Trade | -47689 | -47689 | -41504 | -240817 | -240817 | -81444 |
Avg Bars in Trades | 70 | 100 | 42 | 70 | 100 | 42 |
Avg Bars in Winners | 98 | 131 | 65 | 98 | 131 | 65 |
Avg Bars in Losers | 46 | 71 | 22 | 46 | 71 | 22 |
Bars Traded | 5172 | 3604 | 1568 | 5172 | 3604 | 1568 |
Profit Streak | 101.6753 | 102.342 | 101.6753 | 101.6753 | 102.342 | 101.6753 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68369 | 311784 | -468147 | -161885 | -549306 | -86652 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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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