Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723973.7523 | 675460.7357 | 48513.0166 | 52983.3167 | 412549.1171 | -359565.8004 |
Total P&L (%) | 723.9738 | 675.4607 | 48.513 | 52.9833 | 412.5491 | -359.5658 |
Avg Daily Profit (%) | 0.3918 | 0.3655 | 0.0263 | 0.023 | 0.0885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144263 | -95409 | -80612 | -1224313 | -788379 | -486794 |
Profit Factor | 2.3172 | 3.2888 | 1.1906 | 1.0178 | 1.2642 | 0.7451 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 38.9831 | 40 | 37.931 | 38.9831 | 40 | 37.931 |
Ratio Avg Win / Avg Loss | 3.627 | 4.9332 | 1.9483 | 1.5931 | 1.8962 | 1.2192 |
Largest Winning Trade | 706688 | 706688 | 58100 | 707376 | 707376 | 322978 |
Largest Losing Trade | -36618 | -26520 | -36618 | -365260 | -365260 | -295400 |
Avg Bars in Trades | 89 | 61 | 119 | 89 | 61 | 119 |
Avg Bars in Winners | 157 | 70 | 252 | 157 | 70 | 252 |
Avg Bars in Losers | 46 | 55 | 37 | 46 | 55 | 37 |
Bars Traded | 5306 | 1852 | 3454 | 5306 | 1852 | 3454 |
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 | -169972 | 424921 | -173754 | -547131 | -77805 | -583859 |
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{ "first_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 42, "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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