Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893224.4346 | 726424.5954 | 166799.8392 | 23162779.8981 | 31744274.1502 | -8581494.252 |
Total P&L (%) | 893.2244 | 726.4246 | 166.7998 | 23162.7799 | 31744.2742 | -8581.4943 |
Avg Daily Profit (%) | 0.4903 | 0.3987 | 0.0916 | 0.2996 | 0.3168 | 0 |
Buy And Hold Return (%) | 718.2494 | 718.2494 | 718.2494 | 718.2494 | 718.2494 | 718.2494 |
Max Trade Drawdown | -93935 | -67046 | -73466 | -53719219 | -31476682 | -43087711 |
Profit Factor | 1.6545 | 2.1104 | 1.2347 | 1.0925 | 1.2702 | 0.9355 |
Total Trades | 441 | 220 | 221 | 441 | 220 | 221 |
Winning Trades | 212 | 99 | 113 | 212 | 99 | 113 |
Losing Trades | 229 | 121 | 108 | 229 | 121 | 108 |
Profitability (%) | 48.0726 | 45 | 51.1312 | 48.0726 | 45 | 51.1312 |
Ratio Avg Win / Avg Loss | 1.7872 | 2.5794 | 1.1801 | 1.1801 | 1.5524 | 0.8941 |
Largest Winning Trade | 85056 | 85056 | 44684 | 12676782 | 12676782 | 12496666 |
Largest Losing Trade | -28276 | -23018 | -28276 | -17928821 | -7938914 | -17928821 |
Avg Bars in Trades | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Winners | 63 | 61 | 65 | 63 | 61 | 65 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 21674 | 10346 | 11328 | 21674 | 10346 | 11328 |
Profit Streak | 0 | 19.9042 | 0 | 0 | 19.9042 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74779 | -149279 | -236081 | -108347 | 333228 | -580030 |
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{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 23, "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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