Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627870.5455 | 564565.346 | 63305.1995 | 173238.8722 | -108955.2908 | 282194.163 |
Total P&L (%) | 627.8705 | 564.5653 | 63.3052 | 173.2389 | -108.9553 | 282.1942 |
Avg Daily Profit (%) | 0.3222 | 0.2897 | 0.0325 | 0.0516 | 0 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141153 | -114062 | -59399 | -451174 | -633528 | -281527 |
Profit Factor | 1.787 | 2.2417 | 1.1845 | 1.0646 | 0.9293 | 1.2472 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 38.843 | 34.4262 | 43.3333 | 38.843 | 34.4262 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.8136 | 4.27 | 1.549 | 1.6762 | 1.77 | 1.6309 |
Largest Winning Trade | 357660 | 357660 | 44269 | 402114 | 402114 | 173277 |
Largest Losing Trade | -47216 | -47216 | -35055 | -178462 | -101837 | -178462 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Losers | 30 | 32 | 28 | 30 | 32 | 28 |
Bars Traded | 5774 | 2899 | 2875 | 5774 | 2899 | 2875 |
Profit Streak | 0 | 0 | 42.8724 | 0 | 0 | 42.8724 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304316 | -154943 | -337628 | -276411 | -746014 | -271400 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 36, "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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