Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46694.9349 | -2188.9529 | 48883.8878 | 43061.9533 | -2246.2996 | 45308.2529 |
Total P&L (%) | 46.6949 | -2.189 | 48.8839 | 43.062 | -2.2463 | 45.3083 |
Avg Daily Profit (%) | 0.3304 | -0.0155 | 0.3459 | 0.2537 | -0.0161 | 0.2648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47818 | -39545 | -15553 | -43224 | -36254 | -13221 |
Profit Factor | 1.4165 | 0.967 | 2.068 | 1.4256 | 0.9626 | 2.1017 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 53.7634 | 43.4783 | 63.8298 | 53.7634 | 43.4783 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.2182 | 1.2571 | 1.1719 | 1.226 | 1.2514 | 1.191 |
Largest Winning Trade | 21541 | 21541 | 21354 | 22451 | 19330 | 22451 |
Largest Losing Trade | -11052 | -11052 | -9056 | -9944 | -9944 | -8970 |
Avg Bars in Trades | 70 | 65 | 75 | 70 | 65 | 75 |
Avg Bars in Winners | 82 | 76 | 85 | 82 | 76 | 85 |
Avg Bars in Losers | 57 | 57 | 58 | 57 | 57 | 58 |
Bars Traded | 6572 | 3011 | 3561 | 6572 | 3011 | 3561 |
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 | 247203 | -583347 | 372830 | 213991 | -583347 | 338768 |
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{ "first_band": { "type": "dcm", "factors": { "length": 30, "offset": 113 } }, "second_band": { "type": "sinwma", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 30, "offset": 113 } }, "second_band": { "type": "sinwma", "factors": { "length": 128, "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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