Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1986840.9064 | 1894761.4064 | 92079.4999 | 4735510.0591 | 1879240.4648 | 2856269.5943 |
Total P&L (%) | 1986.8409 | 1894.7614 | 92.0795 | 4735.5101 | 1879.2405 | 2856.2696 |
Avg Daily Profit (%) | 0.8806 | 0.8398 | 0.0408 | 0.172 | 0.1324 | 0.1502 |
Buy And Hold Return (%) | 342.3204 | 342.3204 | 342.3204 | 342.3204 | 342.3204 | 342.3204 |
Max Trade Drawdown | -108254 | -51674 | -91412 | -2812075 | -2208281 | -2021201 |
Profit Factor | 5.6896 | 11.732 | 1.3726 | 1.5425 | 1.506 | 1.5696 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 41.2698 | 34.375 | 48.3871 | 41.2698 | 34.375 | 48.3871 |
Ratio Avg Win / Avg Loss | 8.0967 | 22.3974 | 1.4641 | 2.1951 | 2.875 | 1.6742 |
Largest Winning Trade | 1423624 | 1423624 | 62458 | 2060881 | 2060881 | 2040739 |
Largest Losing Trade | -63391 | -43467 | -63391 | -2009380 | -918157 | -2009380 |
Avg Bars in Trades | 101 | 92 | 110 | 101 | 92 | 110 |
Avg Bars in Winners | 189 | 186 | 191 | 189 | 186 | 191 |
Avg Bars in Losers | 39 | 42 | 35 | 39 | 42 | 35 |
Bars Traded | 6388 | 2949 | 3439 | 6388 | 2949 | 3439 |
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 | -133933 | 527160 | -304311 | -144196 | -20524 | 352337 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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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