Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169697.484 | 68228.8851 | 101468.5989 | 263738.859 | 92990.397 | 170748.462 |
Total P&L (%) | 169.6975 | 68.2289 | 101.4686 | 263.7389 | 92.9904 | 170.7485 |
Avg Daily Profit (%) | 0.3258 | 0.131 | 0.1948 | 0.2482 | 0.1263 | 0.1914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77888 | -64108 | -32335 | -116227 | -63730 | -78844 |
Profit Factor | 1.359 | 1.3002 | 1.4134 | 1.2852 | 1.2179 | 1.343 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 139 | 73 | 66 | 139 | 73 | 66 |
Losing Trades | 173 | 83 | 90 | 173 | 83 | 90 |
Profitability (%) | 44.5513 | 46.7949 | 42.3077 | 44.5513 | 46.7949 | 42.3077 |
Ratio Avg Win / Avg Loss | 1.6914 | 1.4783 | 1.9274 | 1.5996 | 1.3847 | 1.8313 |
Largest Winning Trade | 26458 | 26458 | 25676 | 49876 | 41732 | 49876 |
Largest Losing Trade | -12972 | -11351 | -12972 | -32888 | -32632 | -32888 |
Avg Bars in Trades | 79 | 75 | 83 | 79 | 75 | 83 |
Avg Bars in Winners | 107 | 99 | 116 | 107 | 99 | 116 |
Avg Bars in Losers | 56 | 53 | 59 | 56 | 53 | 59 |
Bars Traded | 24720 | 11714 | 13006 | 24720 | 11714 | 13006 |
Profit Streak | 0 | 0 | 7.4706 | 0 | 0 | 7.4706 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331044 | -19726 | 246449 | 290944 | -26357 | 229899 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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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