Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87730.1907 | 40537.8798 | 47192.311 | 92655.6306 | 59744.5237 | 32911.1069 |
Total P&L (%) | 87.7302 | 40.5379 | 47.1923 | 92.6556 | 59.7445 | 32.9111 |
Avg Daily Profit (%) | 0.3369 | 0.1557 | 0.1812 | 0.2521 | 0.18 | 0.1093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42803 | -24581 | -36585 | -66493 | -34823 | -58954 |
Profit Factor | 1.5233 | 1.5902 | 1.4769 | 1.3442 | 1.5988 | 1.1943 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 60.8247 | 57.1429 | 64.5833 | 60.8247 | 57.1429 | 64.5833 |
Ratio Avg Win / Avg Loss | 0.9811 | 1.1926 | 0.8099 | 0.8658 | 1.1991 | 0.6549 |
Largest Winning Trade | 17443 | 16443 | 17443 | 26219 | 19654 | 26219 |
Largest Losing Trade | -29619 | -14089 | -29619 | -56372 | -20005 | -56372 |
Avg Bars in Trades | 249 | 260 | 238 | 249 | 260 | 238 |
Avg Bars in Winners | 207 | 222 | 193 | 207 | 222 | 193 |
Avg Bars in Losers | 315 | 310 | 320 | 315 | 310 | 320 |
Bars Traded | 24209 | 12749 | 11460 | 24209 | 12749 | 11460 |
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 | 318210 | 235854 | 214552 | 252721 | 298904 | -57808 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 185, "offset": 233 } } }
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# | 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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