Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764941.008 | 567997.4122 | 196943.5958 | 11761106.8156 | 2616310.7368 | 9144796.0788 |
Total P&L (%) | 764.941 | 567.9974 | 196.9436 | 11761.1068 | 2616.3107 | 9144.7961 |
Avg Daily Profit (%) | 0.4121 | 0.306 | 0.1061 | 0.2576 | 0.178 | 0.2442 |
Buy And Hold Return (%) | 78.458 | 78.458 | 78.458 | 78.458 | 78.458 | 78.458 |
Max Trade Drawdown | -58835 | -89745 | -53876 | -3574414 | -1635180 | -2098507 |
Profit Factor | 2.6386 | 3.1254 | 1.9867 | 2.0868 | 1.3808 | 3.3149 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 54.023 | 47.7273 | 60.4651 | 54.023 | 47.7273 | 60.4651 |
Ratio Avg Win / Avg Loss | 2.2456 | 3.4231 | 1.299 | 1.776 | 1.5123 | 2.1674 |
Largest Winning Trade | 127755 | 127755 | 63710 | 2387476 | 1575543 | 2387476 |
Largest Losing Trade | -39258 | -33136 | -39258 | -1320125 | -1113330 | -1320125 |
Avg Bars in Trades | 78 | 60 | 96 | 78 | 60 | 96 |
Avg Bars in Winners | 91 | 58 | 118 | 91 | 58 | 118 |
Avg Bars in Losers | 62 | 63 | 62 | 62 | 63 | 62 |
Bars Traded | 6828 | 2675 | 4154 | 6828 | 2675 | 4154 |
Profit Streak | 0 | 0 | 322.6626 | 0 | 0 | 322.6626 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562929 | 507253 | -49431 | 477064 | 313671 | 631679 |
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 45, "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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