Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270194.3889 | 221714.8307 | 48479.5582 | 48844.3338 | 26782.4049 | 22061.9289 |
Total P&L (%) | 270.1944 | 221.7148 | 48.4796 | 48.8443 | 26.7824 | 22.0619 |
Avg Daily Profit (%) | 0.1891 | 0.1552 | 0.0339 | 0.0278 | 0.0166 | 0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107029 | -99366 | -64072 | -175855 | -122788 | -85588 |
Profit Factor | 1.3517 | 1.498 | 1.1501 | 1.0715 | 1.0679 | 1.0763 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 46.9799 | 41.8919 | 52 | 46.9799 | 41.8919 | 52 |
Ratio Avg Win / Avg Loss | 1.5255 | 2.0779 | 1.0616 | 1.2092 | 1.4813 | 0.9935 |
Largest Winning Trade | 81704 | 81704 | 30574 | 77674 | 77674 | 49646 |
Largest Losing Trade | -45179 | -45179 | -40817 | -63733 | -63733 | -45834 |
Avg Bars in Trades | 36 | 48 | 24 | 36 | 48 | 24 |
Avg Bars in Winners | 37 | 49 | 27 | 37 | 49 | 27 |
Avg Bars in Losers | 35 | 47 | 21 | 35 | 47 | 21 |
Bars Traded | 5440 | 3576 | 1863 | 5440 | 3576 | 1863 |
Profit Streak | 21.1274 | 0 | 86.6274 | 21.1274 | 0 | 86.6274 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317162 | -57968 | -259537 | -299281 | -387481 | -373073 |
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{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "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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