Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849919.1757 | 899825.6061 | -49906.4303 | -35018.4707 | 130440.1976 | -165458.6684 |
Total P&L (%) | 849.9192 | 899.8256 | -49.9064 | -35.0185 | 130.4402 | -165.4587 |
Avg Daily Profit (%) | 0.3574 | 0.3784 | -0.021 | -0.0181 | 0.0351 | 0 |
Buy And Hold Return (%) | 371.834 | 371.834 | 371.834 | 371.834 | 371.834 | 371.834 |
Max Trade Drawdown | -148875 | -119711 | -256794 | -158605 | -95754 | -264518 |
Profit Factor | 2.2627 | 3.5467 | 0.8439 | 0.9326 | 1.55 | 0.4143 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 49.1228 | 41.3793 | 57.1429 | 49.1228 | 41.3793 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.3435 | 5.0245 | 0.6329 | 0.9659 | 2.1959 | 0.3107 |
Largest Winning Trade | 630404 | 630404 | 49746 | 146335 | 146335 | 37097 |
Largest Losing Trade | -76312 | -48363 | -76312 | -98112 | -66781 | -98112 |
Avg Bars in Trades | 79 | 111 | 47 | 79 | 111 | 47 |
Avg Bars in Winners | 81 | 113 | 57 | 81 | 113 | 57 |
Avg Bars in Losers | 77 | 109 | 33 | 77 | 109 | 33 |
Bars Traded | 4538 | 3219 | 1319 | 4538 | 3219 | 1319 |
Profit Streak | 0 | 0 | 111.8962 | 0 | 0 | 111.8962 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171134 | 316620 | -600344 | -760618 | -312452 | -600344 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "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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