Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312965.8037 | 141969.2157 | 170996.588 | 460630.433 | 76620.6031 | 384009.8299 |
Total P&L (%) | 312.9658 | 141.9692 | 170.9966 | 460.6304 | 76.6206 | 384.0098 |
Avg Daily Profit (%) | 0.279 | 0.1265 | 0.1524 | 0.1538 | 0.0507 | 0.1407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100894 | -82055 | -69308 | -1102667 | -1018190 | -467478 |
Profit Factor | 1.2958 | 1.2805 | 1.3098 | 1.0809 | 1.0256 | 1.1424 |
Total Trades | 552 | 276 | 276 | 552 | 276 | 276 |
Winning Trades | 292 | 140 | 152 | 292 | 140 | 152 |
Losing Trades | 260 | 136 | 124 | 260 | 136 | 124 |
Profitability (%) | 52.8986 | 50.7246 | 55.0725 | 52.8986 | 50.7246 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.1538 | 1.2439 | 1.0685 | 0.9625 | 0.9963 | 0.932 |
Largest Winning Trade | 28580 | 28580 | 28144 | 281660 | 227381 | 281660 |
Largest Losing Trade | -49859 | -18112 | -49859 | -248999 | -248999 | -173568 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 13319 | 6321 | 6997 | 13319 | 6321 | 6997 |
Profit Streak | 0 | 12.4917 | 0 | 0 | 12.4917 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428102 | -21351 | 330539 | -122431 | -316492 | -68949 |
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{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 50, "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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