Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2909676.2468 | -184422.2351 | -2725254.0117 | -577595.1504 | 3395757.9767 | -3973353.1271 |
Total P&L (%) | -2909.6762 | -184.4222 | -2725.254 | -577.5952 | 3395.758 | -3973.3531 |
Avg Daily Profit (%) | -1.6178 | -0.1025 | -1.5153 | 0 | 0.1978 | 0 |
Buy And Hold Return (%) | 99.1023 | 99.1023 | 99.1023 | 99.1023 | 99.1023 | 99.1023 |
Max Trade Drawdown | -2933607 | -183505 | -81631 | -3333736 | -479255 | -2136130 |
Profit Factor | 0.1068 | 0.2973 | 0.0901 | 0.9247 | 3.9465 | 0.39 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 8 | 17 | 31 | 20 | 11 |
Losing Trades | 33 | 21 | 12 | 27 | 9 | 18 |
Profitability (%) | 43.1034 | 27.5862 | 58.6207 | 53.4483 | 68.9655 | 37.931 |
Ratio Avg Win / Avg Loss | 0.141 | 0.7803 | 0.0636 | 0.8053 | 1.7759 | 0.6381 |
Largest Winning Trade | 57299 | 27925 | 57299 | 1114042 | 1114042 | 888077 |
Largest Losing Trade | -2840914 | -34440 | -2840914 | -2814873 | -374210 | -2814873 |
Avg Bars in Trades | 54 | 45 | 63 | 54 | 45 | 63 |
Avg Bars in Winners | 38 | 25 | 45 | 59 | 52 | 71 |
Avg Bars in Losers | 66 | 53 | 90 | 49 | 29 | 59 |
Bars Traded | 3170 | 1317 | 1853 | 3170 | 1317 | 1853 |
Profit Streak | 53.6163 | 0 | 375.6163 | 0 | 709.1163 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -762397 | -599249 | -578373 | -759830 | 677646 | -585526 |
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{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 186, "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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