Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677777.9947 | 881508.6649 | -203730.6702 | -99850.5586 | 181249.0799 | -281099.6386 |
Total P&L (%) | 677.778 | 881.5087 | -203.7307 | -99.8506 | 181.2491 | -281.0996 |
Avg Daily Profit (%) | 0.3781 | 0.4918 | -0.1137 | -0.3623 | 0.0577 | 0 |
Buy And Hold Return (%) | 263.7728 | 263.7728 | 263.7728 | 263.7728 | 263.7728 | 263.7728 |
Max Trade Drawdown | -235278 | -209011 | -176530 | -275922 | -2776 | -19001 |
Profit Factor | 1.8543 | 3.1331 | 0.464 | 0.6502 | 53.2985 | 0.003 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 43.8596 | 37.931 | 50 | 43.8596 | 37.931 | 50 |
Ratio Avg Win / Avg Loss | 2.3736 | 5.1269 | 0.464 | 0.8322 | 87.2158 | 0.003 |
Largest Winning Trade | 864641 | 864641 | 31729 | 176057 | 176057 | 204 |
Largest Losing Trade | -95382 | -59084 | -95382 | -262524 | -1069 | -262524 |
Avg Bars in Trades | 60 | 86 | 33 | 60 | 86 | 33 |
Avg Bars in Winners | 65 | 104 | 35 | 65 | 104 | 35 |
Avg Bars in Losers | 55 | 74 | 31 | 55 | 74 | 31 |
Bars Traded | 3427 | 2495 | 932 | 3427 | 2495 | 932 |
Profit Streak | 0 | 0 | 231.5721 | 0 | 0 | 231.5721 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172302 | 322656 | -600860 | -762665 | -277586 | -600582 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 107, "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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