Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905337.7329 | 809494.1007 | 95843.6322 | 3267889.2154 | 1028716.5579 | 2239172.6575 |
Total P&L (%) | 905.3377 | 809.4941 | 95.8436 | 3267.8892 | 1028.7166 | 2239.1727 |
Avg Daily Profit (%) | 0.4828 | 0.4317 | 0.0511 | 0.1877 | 0.1293 | 0.1682 |
Buy And Hold Return (%) | 294.3138 | 294.3138 | 294.3138 | 294.3138 | 294.3138 | 294.3138 |
Max Trade Drawdown | -76954 | -94001 | -70375 | -1912883 | -1467572 | -1035876 |
Profit Factor | 2.7992 | 4.0961 | 1.3965 | 1.3911 | 1.2136 | 1.6325 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 39.759 | 33.3333 | 46.3415 | 39.759 | 33.3333 | 46.3415 |
Ratio Avg Win / Avg Loss | 4.2413 | 8.1922 | 1.617 | 2.1077 | 2.4272 | 1.8903 |
Largest Winning Trade | 369851 | 369851 | 58113 | 1391258 | 1391258 | 1208712 |
Largest Losing Trade | -35755 | -23625 | -35755 | -643858 | -643858 | -562103 |
Avg Bars in Trades | 131 | 119 | 143 | 131 | 119 | 143 |
Avg Bars in Winners | 242 | 235 | 247 | 242 | 235 | 247 |
Avg Bars in Losers | 58 | 62 | 53 | 58 | 62 | 53 |
Bars Traded | 10910 | 5029 | 5881 | 10910 | 5029 | 5881 |
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 | 269766 | 265631 | -290042 | 159264 | -28401 | 340931 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "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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