Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175421.3971 | 134478.2197 | 40943.1773 | 176649.7023 | 158481.779 | 18167.9232 |
Total P&L (%) | 175.4214 | 134.4782 | 40.9432 | 176.6497 | 158.4818 | 18.1679 |
Avg Daily Profit (%) | 0.3368 | 0.2582 | 0.0786 | 0.1956 | 0.1825 | 0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68744 | -41655 | -77040 | -201335 | -71749 | -191794 |
Profit Factor | 1.274 | 1.4368 | 1.1232 | 1.1633 | 1.3223 | 1.0308 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 155 | 81 | 74 | 155 | 81 | 74 |
Losing Trades | 162 | 77 | 85 | 162 | 77 | 85 |
Profitability (%) | 48.8959 | 51.2658 | 46.5409 | 48.8959 | 51.2658 | 46.5409 |
Ratio Avg Win / Avg Loss | 1.3316 | 1.3658 | 1.2902 | 1.2158 | 1.257 | 1.184 |
Largest Winning Trade | 39996 | 39996 | 19025 | 46636 | 46636 | 34804 |
Largest Losing Trade | -22975 | -16793 | -22975 | -104197 | -32338 | -104197 |
Avg Bars in Trades | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Winners | 96 | 96 | 96 | 96 | 96 | 96 |
Avg Bars in Losers | 58 | 61 | 56 | 58 | 61 | 56 |
Bars Traded | 24523 | 12519 | 12004 | 24523 | 12519 | 12004 |
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 | 337506 | 320609 | -176735 | -32699 | 272138 | -346485 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 196, "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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