Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147468.7771 | 73491.6052 | 73977.1719 | 228900.9244 | 108593.9669 | 120306.9574 |
Total P&L (%) | 147.4688 | 73.4916 | 73.9772 | 228.9009 | 108.594 | 120.307 |
Avg Daily Profit (%) | 0.5663 | 0.2822 | 0.2841 | 0.4582 | 0.2827 | 0.3038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43756 | -28924 | -34199 | -134188 | -91840 | -91022 |
Profit Factor | 1.3996 | 1.3871 | 1.4129 | 1.2414 | 1.2219 | 1.2623 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 156 | 74 | 82 | 156 | 74 | 82 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 52.1739 | 49.6644 | 54.6667 | 52.1739 | 49.6644 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.283 | 1.4058 | 1.1717 | 1.138 | 1.2384 | 1.0468 |
Largest Winning Trade | 27241 | 27241 | 14321 | 60064 | 60064 | 30000 |
Largest Losing Trade | -14158 | -14158 | -10651 | -36614 | -36614 | -25931 |
Avg Bars in Trades | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Winners | 81 | 85 | 77 | 81 | 85 | 77 |
Avg Bars in Losers | 83 | 81 | 86 | 83 | 81 | 86 |
Bars Traded | 24639 | 12441 | 12197 | 24639 | 12441 | 12197 |
Profit Streak | 4.2355 | 0 | 5.9126 | 4.2355 | 0 | 5.9126 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428171 | 261137 | 333086 | 360121 | 224952 | 306004 |
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 196, "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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