Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380801.9095 | 352278.5372 | 28523.3723 | -77378.5543 | 111140.5694 | -188519.1238 |
Total P&L (%) | 380.8019 | 352.2785 | 28.5234 | -77.3786 | 111.1406 | -188.5191 |
Avg Daily Profit (%) | 0.1653 | 0.1529 | 0.0124 | -0.0645 | 0.0324 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165052 | -135481 | -211317 | -184894 | -42698 | -247141 |
Profit Factor | 1.4753 | 1.9106 | 1.0688 | 0.8252 | 1.8751 | 0.4025 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 54.902 | 54.902 | 54.902 | 54.902 | 54.902 | 54.902 |
Ratio Avg Win / Avg Loss | 1.2119 | 1.5694 | 0.878 | 0.6778 | 1.5403 | 0.3307 |
Largest Winning Trade | 260477 | 260477 | 61079 | 62409 | 62409 | 47378 |
Largest Losing Trade | -91724 | -50803 | -91724 | -145746 | -42698 | -145746 |
Avg Bars in Trades | 65 | 87 | 44 | 65 | 87 | 44 |
Avg Bars in Winners | 63 | 70 | 56 | 63 | 70 | 56 |
Avg Bars in Losers | 68 | 107 | 28 | 68 | 107 | 28 |
Bars Traded | 6700 | 4455 | 2245 | 6700 | 4455 | 2245 |
Profit Streak | 0 | 0 | 385.5851 | 0 | 0 | 385.5851 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337909 | -168573 | -504047 | -579871 | -325411 | -758818 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } } }
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# | 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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