Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74149.2048 | 28489.8584 | 45659.3464 | 89116.3973 | 26046.4894 | 63069.9079 |
Total P&L (%) | 74.1492 | 28.4899 | 45.6593 | 89.1164 | 26.0465 | 63.0699 |
Avg Daily Profit (%) | 0.8542 | 0.3282 | 0.526 | 0.7367 | 0.267 | 0.5649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64792 | -47899 | -19507 | -144006 | -101601 | -49236 |
Profit Factor | 1.292 | 1.2055 | 1.3961 | 1.1686 | 1.0916 | 1.2581 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 194 | 95 | 99 | 194 | 95 | 99 |
Losing Trades | 174 | 89 | 85 | 174 | 89 | 85 |
Profitability (%) | 52.7174 | 51.6304 | 53.8043 | 52.7174 | 51.6304 | 53.8043 |
Ratio Avg Win / Avg Loss | 1.1588 | 1.1293 | 1.1986 | 1.0481 | 1.0227 | 1.0802 |
Largest Winning Trade | 8119 | 8119 | 7365 | 20655 | 20655 | 12993 |
Largest Losing Trade | -15203 | -15203 | -6106 | -25569 | -25569 | -16056 |
Avg Bars in Trades | 66 | 64 | 68 | 66 | 64 | 68 |
Avg Bars in Winners | 59 | 57 | 62 | 59 | 57 | 62 |
Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
Bars Traded | 24456 | 11808 | 12648 | 24456 | 11808 | 12648 |
Profit Streak | 2.8256 | 2.8256 | 2.9471 | 2.8256 | 2.8256 | 2.9471 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458537 | 101046 | 287435 | -22961 | -117170 | 314321 |
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{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 220, "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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