Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959094.1541 | 788108.1923 | 170985.9618 | 31941541.9546 | 29311490.3694 | 2630051.5852 |
Total P&L (%) | 959.0942 | 788.1082 | 170.986 | 31941.542 | 29311.4904 | 2630.0516 |
Avg Daily Profit (%) | 0.3835 | 0.3152 | 0.0684 | 0.231 | 0.2276 | 0.1323 |
Buy And Hold Return (%) | 795.7702 | 795.7702 | 795.7702 | 795.7702 | 795.7702 | 795.7702 |
Max Trade Drawdown | -93720 | -80295 | -34696 | -7824074 | -5232328 | -5859213 |
Profit Factor | 3.1995 | 4.0547 | 1.9603 | 2.3979 | 3.0678 | 1.3032 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 56.7901 | 57.5 | 56.0976 | 56.7901 | 57.5 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.4344 | 2.997 | 1.5342 | 1.8245 | 2.2675 | 1.0199 |
Largest Winning Trade | 192681 | 192681 | 57021 | 13357463 | 13357463 | 4203397 |
Largest Losing Trade | -51554 | -51554 | -34696 | -5232328 | -5232328 | -2250725 |
Avg Bars in Trades | 86 | 105 | 67 | 86 | 105 | 67 |
Avg Bars in Winners | 89 | 91 | 87 | 89 | 91 | 87 |
Avg Bars in Losers | 82 | 124 | 42 | 82 | 124 | 42 |
Bars Traded | 7007 | 4227 | 2780 | 7007 | 4227 | 2780 |
Profit Streak | 103.4291 | 140.7625 | 103.4291 | 103.4291 | 140.7625 | 103.4291 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100643 | -148082 | -262305 | -1568 | 565402 | -17301 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "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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