Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657830.5403 | 543302.5285 | 114528.0118 | 534483.6401 | 6638235.9385 | -6103752.2983 |
Total P&L (%) | 657.8305 | 543.3025 | 114.528 | 534.4836 | 6638.2359 | -6103.7523 |
Avg Daily Profit (%) | 0.277 | 0.2288 | 0.0482 | 0.0778 | 0.1774 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223581 | -137033 | -152082 | -11268502 | -6712711 | -8918792 |
Profit Factor | 1.6147 | 2.1104 | 1.1972 | 1.0118 | 1.3841 | 0.7823 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 55 | 53.75 | 56.25 | 55 | 53.75 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3212 | 1.8159 | 0.9312 | 0.8278 | 1.191 | 0.6085 |
Largest Winning Trade | 112494 | 112494 | 71748 | 4436247 | 3946274 | 4436247 |
Largest Losing Trade | -64353 | -52558 | -64353 | -7201743 | -2809160 | -7201743 |
Avg Bars in Trades | 85 | 56 | 115 | 85 | 56 | 115 |
Avg Bars in Winners | 95 | 52 | 137 | 95 | 52 | 137 |
Avg Bars in Losers | 73 | 61 | 86 | 73 | 61 | 86 |
Bars Traded | 13757 | 4544 | 9213 | 13757 | 4544 | 9213 |
Profit Streak | 30.2326 | 0 | 37.3993 | 30.2326 | 0 | 37.3993 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456051 | -6675 | -151890 | -295808 | -10528 | -598881 |
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{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 112, "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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