Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957390.5875 | 849487.8409 | 107902.7466 | 1686886.5127 | 450286.3953 | 1236600.1174 |
Total P&L (%) | 957.3906 | 849.4878 | 107.9027 | 1686.8865 | 450.2864 | 1236.6001 |
Avg Daily Profit (%) | 0.4597 | 0.4079 | 0.0518 | 0.1385 | 0.0819 | 0.1246 |
Buy And Hold Return (%) | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 |
Max Trade Drawdown | -114733 | -96692 | -216856 | -529905 | -734738 | -466409 |
Profit Factor | 1.9346 | 2.6479 | 1.212 | 1.3554 | 1.165 | 1.6133 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 38.3838 | 34.3434 | 42.4242 | 38.3838 | 34.3434 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.1055 | 5.0622 | 1.6449 | 2.1758 | 2.2271 | 2.1895 |
Largest Winning Trade | 388591 | 388591 | 56867 | 864766 | 864766 | 355423 |
Largest Losing Trade | -54283 | -34134 | -54283 | -387982 | -306895 | -387982 |
Avg Bars in Trades | 123 | 124 | 123 | 123 | 124 | 123 |
Avg Bars in Winners | 206 | 220 | 194 | 206 | 220 | 194 |
Avg Bars in Losers | 72 | 73 | 70 | 72 | 73 | 70 |
Bars Traded | 24497 | 12310 | 12187 | 24497 | 12310 | 12187 |
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 | 376231 | 305515 | -205268 | -9619 | -129038 | -26468 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 102, "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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