Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040450.9663 | 899370.3203 | 141080.646 | 10691404.1604 | 5408916.4531 | 5282487.7074 |
Total P&L (%) | 1040.451 | 899.3703 | 141.0806 | 10691.4042 | 5408.9165 | 5282.4877 |
Avg Daily Profit (%) | 0.5635 | 0.4871 | 0.0764 | 0.2538 | 0.2173 | 0.2161 |
Buy And Hold Return (%) | 175.6322 | 175.6322 | 175.6322 | 175.6322 | 175.6322 | 175.6322 |
Max Trade Drawdown | -90304 | -70502 | -61522 | -11588084 | -8701441 | -8592785 |
Profit Factor | 2.7747 | 4.2524 | 1.4555 | 1.3311 | 1.3245 | 1.3382 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 35.0427 | 37.2881 | 32.7586 | 35.0427 | 37.2881 | 32.7586 |
Ratio Avg Win / Avg Loss | 5.1433 | 7.1518 | 2.9875 | 2.4675 | 2.2276 | 2.7468 |
Largest Winning Trade | 408911 | 408911 | 76942 | 6446436 | 6446436 | 5490680 |
Largest Losing Trade | -25149 | -21533 | -25149 | -3360060 | -2861236 | -3360060 |
Avg Bars in Trades | 92 | 88 | 97 | 92 | 88 | 97 |
Avg Bars in Winners | 205 | 184 | 229 | 205 | 184 | 229 |
Avg Bars in Losers | 32 | 30 | 33 | 32 | 30 | 33 |
Bars Traded | 10846 | 5194 | 5652 | 10846 | 5194 | 5652 |
Profit Streak | 0 | 0 | 43.1408 | 0 | 0 | 43.1408 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367779 | -165416 | -441052 | 157576 | -172370 | -176881 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 10, "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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