Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2862626.715 | 2774521.9855 | 88104.7295 | 2114573.4715 | 13288852.5202 | -11174279.0487 |
Total P&L (%) | 2862.6267 | 2774.522 | 88.1047 | 2114.5735 | 13288.8525 | -11174.279 |
Avg Daily Profit (%) | 1.5915 | 1.5425 | 0.049 | 0.1724 | 0.2726 | 0 |
Buy And Hold Return (%) | 294.3151 | 294.3151 | 294.3151 | 294.3151 | 294.3151 | 294.3151 |
Max Trade Drawdown | -153764 | -185392 | -58706 | -29995703 | -21541015 | -18909598 |
Profit Factor | 6.1958 | 8.2804 | 1.5187 | 1.0366 | 1.4042 | 0.5518 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 48.4375 | 40.625 | 56.25 | 48.4375 | 40.625 | 56.25 |
Ratio Avg Win / Avg Loss | 6.5955 | 12.1021 | 1.1812 | 1.1035 | 2.0523 | 0.4292 |
Largest Winning Trade | 1689861 | 1689861 | 53988 | 30410681 | 30410681 | 2035699 |
Largest Losing Trade | -58706 | -49846 | -58706 | -18909598 | -7999113 | -18909598 |
Avg Bars in Trades | 108 | 161 | 54 | 108 | 161 | 54 |
Avg Bars in Winners | 122 | 212 | 58 | 122 | 212 | 58 |
Avg Bars in Losers | 94 | 127 | 49 | 94 | 127 | 49 |
Bars Traded | 6921 | 5178 | 1743 | 6921 | 5178 | 1743 |
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 | -121726 | 671779 | -291077 | -316597 | 245225 | -580000 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 225, "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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