Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909995.0242 | 1054482.2108 | -144487.1866 | -63448.2497 | 2435600.8826 | -2499049.1323 |
Total P&L (%) | 909.995 | 1054.4822 | -144.4872 | -63.4483 | 2435.6009 | -2499.0491 |
Avg Daily Profit (%) | 0.5001 | 0.5795 | -0.0794 | -0.0553 | 0.1778 | 0 |
Buy And Hold Return (%) | 677.8738 | 677.8738 | 677.8738 | 677.8738 | 677.8738 | 677.8738 |
Max Trade Drawdown | -238223 | -156050 | -183072 | -3604906 | -970740 | -2746420 |
Profit Factor | 2.2851 | 3.6247 | 0.5284 | 0.9854 | 2.7353 | 0.1466 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44.7368 | 47.3684 | 42.1053 | 44.7368 | 47.3684 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.8227 | 4.0275 | 0.7266 | 1.2172 | 3.0392 | 0.2016 |
Largest Winning Trade | 738897 | 738897 | 59641 | 2766713 | 2766713 | 248233 |
Largest Losing Trade | -61837 | -36706 | -61837 | -1894199 | -640820 | -1894199 |
Avg Bars in Trades | 68 | 96 | 40 | 68 | 96 | 40 |
Avg Bars in Winners | 87 | 125 | 44 | 87 | 125 | 44 |
Avg Bars in Losers | 53 | 71 | 37 | 53 | 71 | 37 |
Bars Traded | 5225 | 3683 | 1543 | 5225 | 3683 | 1543 |
Profit Streak | 0 | 86.8611 | 0 | 0 | 86.8611 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100116 | 293984 | -583835 | -634935 | 375612 | -583835 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 188, "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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