Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449709.9765 | 308109.7755 | 141600.201 | 412201.9285 | 240268.6576 | 171933.2708 |
Total P&L (%) | 449.71 | 308.1098 | 141.6002 | 412.2019 | 240.2687 | 171.9333 |
Avg Daily Profit (%) | 0.2563 | 0.1756 | 0.0807 | 0.0931 | 0.0698 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136517 | -87713 | -52114 | -327789 | -319046 | -259987 |
Profit Factor | 1.9019 | 2.2432 | 1.5646 | 1.2637 | 1.3063 | 1.2208 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.409 | 2.8414 | 1.9818 | 1.6007 | 1.6547 | 1.5464 |
Largest Winning Trade | 222425 | 222425 | 71072 | 273277 | 223332 | 273277 |
Largest Losing Trade | -44251 | -30320 | -44251 | -186244 | -186244 | -181125 |
Avg Bars in Trades | 150 | 101 | 198 | 150 | 101 | 198 |
Avg Bars in Winners | 203 | 96 | 310 | 203 | 96 | 310 |
Avg Bars in Losers | 108 | 106 | 110 | 108 | 106 | 110 |
Bars Traded | 10215 | 3464 | 6751 | 10215 | 3464 | 6751 |
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 | -104352 | 337583 | -84700 | -183710 | -100793 | -118361 |
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{ "first_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 91, "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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