Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893211.0178 | 720117.914 | 173093.1038 | 4056364.5582 | 2277996.5449 | 1778368.0134 |
Total P&L (%) | 893.211 | 720.1179 | 173.0931 | 4056.3646 | 2277.9965 | 1778.368 |
Avg Daily Profit (%) | 0.4754 | 0.3832 | 0.0921 | 0.1986 | 0.1688 | 0.1562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118681 | -76255 | -119426 | -4819333 | -4298475 | -1832000 |
Profit Factor | 1.8629 | 2.393 | 1.3341 | 1.3699 | 1.3002 | 1.5266 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 52.1531 | 50 | 54.2857 | 52.1531 | 50 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.7091 | 2.393 | 1.1234 | 1.2568 | 1.3002 | 1.2856 |
Largest Winning Trade | 276207 | 276207 | 50910 | 4316459 | 4316459 | 1108667 |
Largest Losing Trade | -48572 | -40544 | -48572 | -1902282 | -1902282 | -698434 |
Avg Bars in Trades | 50 | 66 | 34 | 50 | 66 | 34 |
Avg Bars in Winners | 62 | 85 | 41 | 62 | 85 | 41 |
Avg Bars in Losers | 37 | 47 | 26 | 37 | 47 | 26 |
Bars Traded | 10582 | 6917 | 3665 | 10582 | 6917 | 3665 |
Profit Streak | 14.9716 | 0 | 152.3049 | 14.9716 | 0 | 152.3049 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571925 | 499874 | -68054 | 377872 | 272840 | 387554 |
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{ "first_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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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