Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462433.411 | 393116.5909 | 69316.8201 | -470857.3108 | -599953.0413 | 129095.7305 |
Total P&L (%) | 462.4334 | 393.1166 | 69.3168 | -470.8573 | -599.953 | 129.0957 |
Avg Daily Profit (%) | 0.3275 | 0.2784 | 0.0491 | 0 | 0 | 0.0587 |
Buy And Hold Return (%) | 56.199 | 56.199 | 56.199 | 56.199 | 56.199 | 56.199 |
Max Trade Drawdown | -210599 | -65459 | -214888 | -6022417 | -2959825 | -4669480 |
Profit Factor | 2.0496 | 3.5911 | 1.24 | 0.9476 | 0.8314 | 1.0238 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 42 | 18 | 24 | 37 | 18 | 19 |
Losing Trades | 27 | 17 | 10 | 32 | 17 | 15 |
Profitability (%) | 60.8696 | 51.4286 | 70.5882 | 53.6232 | 51.4286 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.3176 | 3.3916 | 0.5167 | 0.8195 | 0.7852 | 0.8083 |
Largest Winning Trade | 71019 | 71019 | 65656 | 2215494 | 1066990 | 2215494 |
Largest Losing Trade | -108944 | -28737 | -108944 | -3338796 | -1265390 | -3338796 |
Avg Bars in Trades | 115 | 84 | 147 | 115 | 84 | 147 |
Avg Bars in Winners | 117 | 88 | 140 | 138 | 72 | 200 |
Avg Bars in Losers | 111 | 80 | 164 | 89 | 97 | 80 |
Bars Traded | 7973 | 2960 | 5013 | 7973 | 2960 | 5013 |
Profit Streak | 0 | 0 | 517.5202 | 492.3535 | 508.5202 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93094 | 548121 | -218840 | -685723 | -579642 | -314666 |
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{ "first_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 96, "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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