Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545391.5939 | 421775.8611 | 123615.7328 | 1334529.6383 | 568018.8214 | 766510.817 |
Total P&L (%) | 545.3916 | 421.7759 | 123.6157 | 1334.5296 | 568.0188 | 766.5108 |
Avg Daily Profit (%) | 0.2172 | 0.168 | 0.0492 | 0.1061 | 0.0757 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75143 | -109815 | -76239 | -1596277 | -1308410 | -1223577 |
Profit Factor | 1.6343 | 1.9785 | 1.2883 | 1.1493 | 1.1235 | 1.1766 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 39.899 | 38.3838 | 41.4141 | 39.899 | 38.3838 | 41.4141 |
Ratio Avg Win / Avg Loss | 2.4618 | 3.176 | 1.8225 | 1.7312 | 1.8035 | 1.6645 |
Largest Winning Trade | 100605 | 100605 | 48534 | 887709 | 887709 | 700810 |
Largest Losing Trade | -32328 | -18560 | -32328 | -977859 | -283139 | -977859 |
Avg Bars in Trades | 50 | 53 | 46 | 50 | 53 | 46 |
Avg Bars in Winners | 78 | 82 | 74 | 78 | 82 | 74 |
Avg Bars in Losers | 31 | 35 | 27 | 31 | 35 | 27 |
Bars Traded | 9926 | 5285 | 4641 | 9926 | 5285 | 4641 |
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 | 301965 | 226749 | -129665 | -108987 | -179902 | -106447 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 41, "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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