Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1346058.3944 | 1335915.1718 | 10143.2225 | 1133449.4235 | 2143060.7234 | -1009611.3 |
Total P&L (%) | 1346.0584 | 1335.9152 | 10.1432 | 1133.4494 | 2143.0607 | -1009.6113 |
Avg Daily Profit (%) | 0.7418 | 0.7362 | 0.0056 | 0.1385 | 0.1716 | 0 |
Buy And Hold Return (%) | 679.9098 | 679.9098 | 679.9098 | 679.9098 | 679.9098 | 679.9098 |
Max Trade Drawdown | -108261 | -89085 | -64426 | -2933257 | -1575219 | -1523667 |
Profit Factor | 3.5592 | 6.111 | 1.0383 | 1.1484 | 1.5471 | 0.7285 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.9281 | 8.4614 | 1.4377 | 1.5901 | 2.1421 | 1.0087 |
Largest Winning Trade | 831684 | 831684 | 70739 | 2743808 | 2743808 | 662681 |
Largest Losing Trade | -52475 | -34995 | -52475 | -915247 | -734212 | -915247 |
Avg Bars in Trades | 84 | 86 | 83 | 84 | 86 | 83 |
Avg Bars in Winners | 119 | 126 | 113 | 119 | 126 | 113 |
Avg Bars in Losers | 59 | 57 | 61 | 59 | 57 | 61 |
Bars Traded | 5264 | 2684 | 2580 | 5264 | 2684 | 2580 |
Profit Streak | 0 | 96.9037 | 0 | 0 | 96.9037 | 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 | -149531 | 410722 | -532665 | -234827 | 176644 | -582287 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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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