Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2429981.7169 | 2386453.2605 | 43528.4564 | 881588.6497 | -1438013.8747 | 2319602.5244 |
Total P&L (%) | 2429.9817 | 2386.4533 | 43.5285 | 881.5887 | -1438.0139 | 2319.6025 |
Avg Daily Profit (%) | 1.0486 | 1.0298 | 0.0188 | 0.0986 | 0 | 0.1376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159458 | -163962 | -97651 | -5056850 | -5348377 | -628665 |
Profit Factor | 4.8614 | 6.701 | 1.2066 | 1.0887 | 0.8212 | 2.2213 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 43.662 | 34.2857 | 52.7778 | 43.662 | 34.2857 | 52.7778 |
Ratio Avg Win / Avg Loss | 6.2728 | 12.8436 | 1.0796 | 1.4047 | 1.5741 | 1.9875 |
Largest Winning Trade | 2170000 | 2170000 | 35726 | 1584271 | 1584271 | 1401319 |
Largest Losing Trade | -70715 | -70715 | -38735 | -2945053 | -2945053 | -628665 |
Avg Bars in Trades | 85 | 143 | 28 | 85 | 143 | 28 |
Avg Bars in Winners | 90 | 176 | 36 | 90 | 176 | 36 |
Avg Bars in Losers | 81 | 126 | 20 | 81 | 126 | 20 |
Bars Traded | 6075 | 5034 | 1041 | 6075 | 5034 | 1041 |
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 | -72667 | 567826 | -169520 | -277657 | -584121 | -4074 |
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{ "first_band": { "type": "wma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 195, "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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