Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431365.4082 | 1370436.5021 | 60928.9062 | 3958875.3768 | 4344135.8871 | -385260.5103 |
Total P&L (%) | 1431.3654 | 1370.4365 | 60.9289 | 3958.8754 | 4344.1359 | -385.2605 |
Avg Daily Profit (%) | 0.7887 | 0.7551 | 0.0336 | 0.2043 | 0.2093 | 0 |
Buy And Hold Return (%) | 608.5811 | 608.5811 | 608.5811 | 608.5811 | 608.5811 | 608.5811 |
Max Trade Drawdown | -122958 | -93234 | -66975 | -11462673 | -7845613 | -5764057 |
Profit Factor | 3.008 | 4.7681 | 1.1745 | 1.1194 | 1.2633 | 0.9769 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 37.594 | 34.8485 | 40.2985 | 37.594 | 34.8485 | 40.2985 |
Ratio Avg Win / Avg Loss | 4.9933 | 8.9142 | 1.74 | 1.8581 | 2.3619 | 1.4472 |
Largest Winning Trade | 717563 | 717563 | 75062 | 6654039 | 6654039 | 4097870 |
Largest Losing Trade | -44599 | -44599 | -26968 | -2336129 | -2336129 | -2004740 |
Avg Bars in Trades | 80 | 69 | 91 | 80 | 69 | 91 |
Avg Bars in Winners | 135 | 109 | 158 | 135 | 109 | 158 |
Avg Bars in Losers | 47 | 48 | 45 | 47 | 48 | 45 |
Bars Traded | 10712 | 4605 | 6107 | 10712 | 4605 | 6107 |
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 | 352811 | -115152 | -462000 | -84857 | -121262 | -699842 |
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{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "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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