Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3134043.2952 | -175087.5961 | -2958955.6991 | -545678.2136 | 5752585.3199 | -6298263.5335 |
Total P&L (%) | -3134.0433 | -175.0876 | -2958.9557 | -545.6782 | 5752.5853 | -6298.2635 |
Avg Daily Profit (%) | -1.7418 | -0.0973 | -1.6445 | 0 | 0.2264 | 0 |
Buy And Hold Return (%) | 319.9439 | 319.9439 | 319.9439 | 319.9439 | 319.9439 | 319.9439 |
Max Trade Drawdown | -3208598 | -212767 | -3090840 | -5177899 | -957146 | -8765073 |
Profit Factor | 0.1236 | 0.4339 | 0.0942 | 0.9558 | 4.1038 | 0.4 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 15 | 23 | 35 | 23 | 12 |
Losing Trades | 37 | 23 | 14 | 40 | 15 | 25 |
Profitability (%) | 50.6667 | 39.4737 | 62.1622 | 46.6667 | 60.5263 | 32.4324 |
Ratio Avg Win / Avg Loss | 0.1204 | 0.6654 | 0.0574 | 1.0924 | 2.6764 | 0.8333 |
Largest Winning Trade | 36929 | 32388 | 36929 | 2372459 | 1843016 | 2372459 |
Largest Losing Trade | -3085277 | -39572 | -3085277 | -4544394 | -712540 | -4544394 |
Avg Bars in Trades | 63 | 43 | 84 | 63 | 43 | 84 |
Avg Bars in Winners | 52 | 17 | 75 | 64 | 56 | 81 |
Avg Bars in Losers | 74 | 60 | 98 | 62 | 24 | 85 |
Bars Traded | 4779 | 1656 | 3123 | 4779 | 1656 | 3123 |
Profit Streak | 83.4847 | 155.4847 | 83.4847 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640603 | -583506 | -578637 | -641685 | 604038 | -587604 |
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{ "first_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 207, "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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