Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107183.4213 | 60622.1616 | 46561.2596 | 131634.7948 | 86446.6236 | 45188.1712 |
Total P&L (%) | 107.1834 | 60.6222 | 46.5613 | 131.6348 | 86.4466 | 45.1882 |
Avg Daily Profit (%) | 0.4116 | 0.2328 | 0.1788 | 0.3231 | 0.2395 | 0.1433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30652 | -32328 | -27575 | -52332 | -51645 | -52015 |
Profit Factor | 1.4727 | 1.5445 | 1.4034 | 1.3304 | 1.4728 | 1.2096 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 67.8832 | 69.1176 | 66.6667 | 67.8832 | 69.1176 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6968 | 0.6901 | 0.7017 | 0.6294 | 0.658 | 0.6048 |
Largest Winning Trade | 23492 | 23492 | 12184 | 29275 | 29275 | 15797 |
Largest Losing Trade | -17628 | -16741 | -17628 | -28450 | -28450 | -28078 |
Avg Bars in Trades | 175 | 174 | 176 | 175 | 174 | 176 |
Avg Bars in Winners | 102 | 95 | 110 | 102 | 95 | 110 |
Avg Bars in Losers | 328 | 352 | 306 | 328 | 352 | 306 |
Bars Traded | 24020 | 11872 | 12148 | 24020 | 11872 | 12148 |
Profit Streak | 6.9677 | 13.6656 | 6.9677 | 6.9677 | 13.6656 | 6.9677 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425135 | -99832 | -94910 | 366590 | -99588 | -105424 |
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{ "first_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 149, "offset": 152 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 149, "offset": 152 } } }
# | 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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