Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396094.095 | 234040.146 | 162053.9489 | 153329.0385 | 53613.1014 | 99715.937 |
Total P&L (%) | 396.0941 | 234.0401 | 162.0539 | 153.329 | 53.6131 | 99.7159 |
Avg Daily Profit (%) | 0.2194 | 0.1296 | 0.0898 | 0.0515 | 0.0238 | 0.0383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93525 | -63883 | -81684 | -481197 | -299879 | -271346 |
Profit Factor | 1.6944 | 2.2456 | 1.4237 | 1.1018 | 1.0837 | 1.1152 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 58.5106 | 57.4468 | 59.5745 | 58.5106 | 57.4468 | 59.5745 |
Ratio Avg Win / Avg Loss | 1.2015 | 1.6634 | 0.9661 | 0.7813 | 0.8027 | 0.7568 |
Largest Winning Trade | 68490 | 68490 | 67633 | 166499 | 92204 | 166499 |
Largest Losing Trade | -80581 | -32893 | -80581 | -152916 | -152916 | -128162 |
Avg Bars in Trades | 73 | 33 | 113 | 73 | 33 | 113 |
Avg Bars in Winners | 78 | 29 | 126 | 78 | 29 | 126 |
Avg Bars in Losers | 66 | 40 | 94 | 66 | 40 | 94 |
Bars Traded | 6936 | 1588 | 5348 | 6936 | 1588 | 5348 |
Profit Streak | 52.4562 | 0 | 136.4562 | 52.4562 | 0 | 136.4562 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424930 | -14627 | -71659 | -232427 | -291287 | -234874 |
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{ "first_band": { "type": "dcm", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 115, "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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