Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121475.6053 | 1117950.0358 | 3525.5695 | 1208747.791 | 1531342.2777 | -322594.4867 |
Total P&L (%) | 1121.4756 | 1117.95 | 3.5256 | 1208.7478 | 1531.3423 | -322.5945 |
Avg Daily Profit (%) | 0.6139 | 0.612 | 0.0019 | 0.1409 | 0.153 | 0 |
Buy And Hold Return (%) | 668.6365 | 668.6365 | 668.6365 | 668.6365 | 668.6365 | 668.6365 |
Max Trade Drawdown | -139698 | -57685 | -131375 | -1598704 | -904586 | -771774 |
Profit Factor | 2.7927 | 5.2102 | 1.0098 | 1.2984 | 1.8772 | 0.8601 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 43.75 | 45.8333 | 41.6667 | 43.75 | 45.8333 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.5906 | 6.1575 | 1.4137 | 1.6693 | 2.2185 | 1.2041 |
Largest Winning Trade | 575274 | 575274 | 78813 | 1159940 | 1159940 | 500703 |
Largest Losing Trade | -51567 | -23762 | -51567 | -576765 | -257365 | -576765 |
Avg Bars in Trades | 111 | 107 | 114 | 111 | 107 | 114 |
Avg Bars in Winners | 181 | 161 | 202 | 181 | 161 | 202 |
Avg Bars in Losers | 56 | 61 | 51 | 56 | 61 | 51 |
Bars Traded | 10658 | 5166 | 5492 | 10658 | 5166 | 5492 |
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 | 204855 | 320436 | -568918 | -13705 | 169681 | -582263 |
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{ "first_band": { "type": "wma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "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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