Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1830544.7263 | 1702176.2374 | 128368.4888 | 2982112.4727 | -1030873.8089 | 4012986.2817 |
Total P&L (%) | 1830.5447 | 1702.1762 | 128.3685 | 2982.1125 | -1030.8738 | 4012.9863 |
Avg Daily Profit (%) | 0.9881 | 0.9189 | 0.0693 | 0.1852 | 0 | 0.2008 |
Buy And Hold Return (%) | 53.38 | 53.38 | 53.38 | 53.38 | 53.38 | 53.38 |
Max Trade Drawdown | -86838 | -100495 | -37539 | -6635369 | -6785003 | -2757454 |
Profit Factor | 4.4718 | 6.6436 | 1.5689 | 1.1194 | 0.9289 | 1.3832 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 30.3797 | 24.0506 | 36.7089 | 30.3797 | 24.0506 | 36.7089 |
Ratio Avg Win / Avg Loss | 10.2478 | 20.9799 | 2.705 | 2.5654 | 2.9333 | 2.3848 |
Largest Winning Trade | 1561568 | 1561568 | 64253 | 5581438 | 5581438 | 2289857 |
Largest Losing Trade | -15692 | -14492 | -15692 | -1041340 | -794602 | -1041340 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 109 | 132 | 95 | 109 | 132 | 95 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 7165 | 3441 | 3724 | 7165 | 3441 | 3724 |
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 | 501646 | -39159 | -133891 | -86929 | -638957 | -22378 |
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{ "first_band": { "type": "wma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 3, "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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