Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318918.549 | 331887.053 | -12968.5041 | -70410.4854 | 109496.0427 | -179906.5282 |
Total P&L (%) | 318.9185 | 331.8871 | -12.9685 | -70.4105 | 109.496 | -179.9065 |
Avg Daily Profit (%) | 0.1785 | 0.1858 | -0.0073 | -0.0681 | 0.0414 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183427 | -137063 | -126949 | -1036982 | -816632 | -325004 |
Profit Factor | 1.3022 | 1.6025 | 0.9743 | 0.9744 | 1.0717 | 0.8531 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 50.4202 | 47.4576 | 53.3333 | 50.4202 | 47.4576 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2805 | 1.7742 | 0.8525 | 0.9582 | 1.1865 | 0.7465 |
Largest Winning Trade | 80997 | 80997 | 35434 | 462737 | 462737 | 220003 |
Largest Losing Trade | -54975 | -54975 | -50951 | -327306 | -327306 | -325004 |
Avg Bars in Trades | 88 | 117 | 58 | 88 | 117 | 58 |
Avg Bars in Winners | 88 | 112 | 67 | 88 | 112 | 67 |
Avg Bars in Losers | 87 | 122 | 48 | 87 | 122 | 48 |
Bars Traded | 10476 | 6955 | 3521 | 10476 | 6955 | 3521 |
Profit Streak | 82.1122 | 82.1122 | 82.2788 | 82.1122 | 82.1122 | 82.2788 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337049 | -166174 | -748160 | -578949 | -455952 | -748160 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "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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