Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367118.6035 | 131027.5531 | 236091.0504 | 335227.242 | -281255.2132 | 616482.4552 |
Total P&L (%) | 367.1186 | 131.0276 | 236.0911 | 335.2272 | -281.2552 | 616.4825 |
Avg Daily Profit (%) | 0.2428 | 0.0867 | 0.1562 | 0.0973 | 0 | 0.1303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116775 | -85936 | -97919 | -1001288 | -763138 | -575479 |
Profit Factor | 1.2674 | 1.1947 | 1.3372 | 1.0482 | 0.9203 | 1.1796 |
Total Trades | 558 | 279 | 279 | 558 | 279 | 279 |
Winning Trades | 305 | 142 | 163 | 305 | 142 | 163 |
Losing Trades | 253 | 137 | 116 | 253 | 137 | 116 |
Profitability (%) | 54.6595 | 50.8961 | 58.4229 | 54.6595 | 50.8961 | 58.4229 |
Ratio Avg Win / Avg Loss | 1.0513 | 1.1526 | 0.9516 | 0.8695 | 0.8879 | 0.8395 |
Largest Winning Trade | 47413 | 47413 | 29073 | 124929 | 105848 | 124929 |
Largest Losing Trade | -56434 | -29411 | -56434 | -359282 | -216312 | -359282 |
Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Winners | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Losers | 36 | 32 | 41 | 36 | 32 | 41 |
Bars Traded | 17955 | 8040 | 9915 | 17955 | 8040 | 9915 |
Profit Streak | 5.9671 | 5.9671 | 9.9671 | 5.9671 | 5.9671 | 9.9671 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467208 | -81604 | 339468 | -227155 | -578782 | -39721 |
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{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 132, "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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