Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842717.531 | 747538.391 | 95179.14 | 5020496.644 | 4954565.5699 | 65931.0741 |
Total P&L (%) | 842.7175 | 747.5384 | 95.1791 | 5020.4966 | 4954.5656 | 65.9311 |
Avg Daily Profit (%) | 0.3372 | 0.2991 | 0.0381 | 0.1576 | 0.1571 | 0.0203 |
Buy And Hold Return (%) | 716.6828 | 716.6828 | 716.6828 | 716.6828 | 716.6828 | 716.6828 |
Max Trade Drawdown | -78120 | -82597 | -64974 | -5565282 | -3039343 | -2525938 |
Profit Factor | 2.3642 | 2.9913 | 1.3928 | 1.3634 | 1.5841 | 1.0124 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 49.6599 | 43.8356 | 55.4054 | 49.6599 | 43.8356 | 55.4054 |
Ratio Avg Win / Avg Loss | 2.3966 | 3.8326 | 1.121 | 1.3821 | 2.0296 | 0.8148 |
Largest Winning Trade | 304292 | 304292 | 41012 | 4410890 | 4410890 | 1652846 |
Largest Losing Trade | -30785 | -30785 | -22285 | -2855040 | -2855040 | -1133912 |
Avg Bars in Trades | 93 | 114 | 71 | 93 | 114 | 71 |
Avg Bars in Winners | 125 | 168 | 92 | 125 | 168 | 92 |
Avg Bars in Losers | 60 | 72 | 45 | 60 | 72 | 45 |
Bars Traded | 13680 | 8386 | 5294 | 13680 | 8386 | 5294 |
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 | -97096 | -212141 | -370640 | 302526 | -63811 | -603637 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 238, "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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