Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065966.9996 | 1024210.3725 | 41756.6271 | 1166961.799 | 2480818.8222 | -1313857.0232 |
Total P&L (%) | 1065.967 | 1024.2104 | 41.7566 | 1166.9618 | 2480.8188 | -1313.857 |
Avg Daily Profit (%) | 0.5767 | 0.5541 | 0.0226 | 0.1375 | 0.176 | 0 |
Buy And Hold Return (%) | 120.5853 | 120.5853 | 120.5853 | 120.5853 | 120.5853 | 120.5853 |
Max Trade Drawdown | -120231 | -104994 | -65687 | -5281266 | -3060536 | -2704027 |
Profit Factor | 3.0465 | 4.7848 | 1.1669 | 1.0925 | 1.379 | 0.7835 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 42.2535 | 33.3333 | 51.4286 | 42.2535 | 33.3333 | 51.4286 |
Ratio Avg Win / Avg Loss | 4.1635 | 9.5695 | 1.102 | 1.4931 | 2.7581 | 0.7399 |
Largest Winning Trade | 512420 | 512420 | 72415 | 4755550 | 4755550 | 1224888 |
Largest Losing Trade | -41184 | -39885 | -41184 | -1449312 | -1449312 | -1164007 |
Avg Bars in Trades | 74 | 80 | 68 | 74 | 80 | 68 |
Avg Bars in Winners | 115 | 158 | 87 | 115 | 158 | 87 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 5324 | 2914 | 2410 | 5324 | 2914 | 2410 |
Profit Streak | 36.1356 | 36.1356 | 70.1356 | 36.1356 | 36.1356 | 70.1356 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76222 | 459408 | -364718 | -221142 | 128538 | -580044 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "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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