Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558120.3571 | 423097.1514 | 135023.2057 | 454606.2772 | 102623.1476 | 351983.1296 |
Total P&L (%) | 558.1204 | 423.0972 | 135.0232 | 454.6063 | 102.6231 | 351.9831 |
Avg Daily Profit (%) | 0.2582 | 0.1957 | 0.0625 | 0.0793 | 0.0327 | 0.0698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124283 | -129121 | -129769 | -1144854 | -1012002 | -462099 |
Profit Factor | 1.4579 | 1.6688 | 1.2303 | 1.0683 | 1.0281 | 1.1168 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.4579 | 1.7731 | 1.1579 | 1.0683 | 1.0924 | 1.0511 |
Largest Winning Trade | 178269 | 178269 | 42819 | 329110 | 329110 | 255658 |
Largest Losing Trade | -40528 | -35879 | -40528 | -360843 | -360843 | -258501 |
Avg Bars in Trades | 47 | 63 | 32 | 47 | 63 | 32 |
Avg Bars in Winners | 57 | 70 | 46 | 57 | 70 | 46 |
Avg Bars in Losers | 37 | 56 | 17 | 37 | 56 | 17 |
Bars Traded | 12585 | 8322 | 4263 | 12585 | 8322 | 4263 |
Profit Streak | 0 | 0 | 41.4884 | 0 | 0 | 41.4884 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394737 | 358285 | -109316 | -231152 | -339594 | -191259 |
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{ "first_band": { "type": "wma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "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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