Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98568.1738 | 53915.0787 | 44653.0951 | 92332.161 | 63577.889 | 28754.2719 |
Total P&L (%) | 98.5682 | 53.9151 | 44.6531 | 92.3322 | 63.5779 | 28.7543 |
Avg Daily Profit (%) | 0.3785 | 0.207 | 0.1715 | 0.2515 | 0.1892 | 0.0971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47187 | -39702 | -41685 | -62999 | -47865 | -56713 |
Profit Factor | 1.207 | 1.2275 | 1.1866 | 1.1521 | 1.2094 | 1.0948 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 182 | 90 | 92 | 182 | 90 | 92 |
Losing Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Profitability (%) | 50.4155 | 50 | 50.8287 | 50.4155 | 50 | 50.8287 |
Ratio Avg Win / Avg Loss | 1.1871 | 1.2275 | 1.1479 | 1.1331 | 1.2094 | 1.0591 |
Largest Winning Trade | 22418 | 22418 | 19343 | 25271 | 25271 | 16666 |
Largest Losing Trade | -15157 | -11328 | -15157 | -22688 | -13861 | -22688 |
Avg Bars in Trades | 68 | 69 | 67 | 68 | 69 | 67 |
Avg Bars in Winners | 70 | 66 | 74 | 70 | 66 | 74 |
Avg Bars in Losers | 66 | 72 | 60 | 66 | 72 | 60 |
Bars Traded | 24732 | 12539 | 12193 | 24732 | 12539 | 12193 |
Profit Streak | 0 | 8.0416 | 0 | 0 | 8.0416 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331477 | 248094 | -10557 | -44584 | 261801 | -183706 |
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{ "first_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 71, "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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