Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1766678.603 | 1654211.8747 | 112466.7283 | 344438.3479 | 1502321.1866 | -1157882.8387 |
Total P&L (%) | 1766.6786 | 1654.2119 | 112.4667 | 344.4383 | 1502.3212 | -1157.8828 |
Avg Daily Profit (%) | 0.9796 | 0.9172 | 0.0624 | 0.0827 | 0.1539 | 0 |
Buy And Hold Return (%) | 130.7943 | 130.7943 | 130.7943 | 130.7943 | 130.7943 | 130.7943 |
Max Trade Drawdown | -205955 | -219552 | -69504 | -3328048 | -2081196 | -1724363 |
Profit Factor | 3.7508 | 4.6068 | 1.6125 | 1.055 | 1.3844 | 0.5078 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 51.5625 | 42.1875 | 60.9375 | 51.5625 | 42.1875 | 60.9375 |
Ratio Avg Win / Avg Loss | 3.5235 | 6.313 | 1.0337 | 0.9911 | 1.8972 | 0.3255 |
Largest Winning Trade | 1751143 | 1751143 | 25791 | 3193194 | 3193194 | 230087 |
Largest Losing Trade | -41731 | -41731 | -24424 | -801172 | -579133 | -801172 |
Avg Bars in Trades | 50 | 70 | 29 | 50 | 70 | 29 |
Avg Bars in Winners | 65 | 107 | 36 | 65 | 107 | 36 |
Avg Bars in Losers | 33 | 42 | 20 | 33 | 42 | 20 |
Bars Traded | 6405 | 4487 | 1918 | 6405 | 4487 | 1918 |
Profit Streak | 8.7902 | 17.5402 | 0 | 8.7902 | 17.5402 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 770832 | -121154 | -410980 | -246384 | -132574 | -718262 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "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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