Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633112.4398 | 600236.0167 | 32876.4231 | 454288.7462 | 507698.315 | -53409.5688 |
Total P&L (%) | 633.1124 | 600.236 | 32.8764 | 454.2887 | 507.6983 | -53.4096 |
Avg Daily Profit (%) | 0.343 | 0.3252 | 0.0178 | 0.0928 | 0.0978 | -0.0414 |
Buy And Hold Return (%) | 334.158 | 334.158 | 334.158 | 334.158 | 334.158 | 334.158 |
Max Trade Drawdown | -88674 | -69321 | -55061 | -333518 | -257655 | -252417 |
Profit Factor | 2.6148 | 3.9476 | 1.1745 | 1.2877 | 1.5966 | 0.9266 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 47.4576 | 50 | 44.8276 | 47.4576 | 50 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.895 | 3.9476 | 1.4455 | 1.4257 | 1.5966 | 1.1405 |
Largest Winning Trade | 538679 | 538679 | 45639 | 424762 | 424762 | 183592 |
Largest Losing Trade | -45862 | -45862 | -24331 | -184590 | -184590 | -116743 |
Avg Bars in Trades | 118 | 112 | 124 | 118 | 112 | 124 |
Avg Bars in Winners | 173 | 161 | 187 | 173 | 161 | 187 |
Avg Bars in Losers | 68 | 63 | 73 | 68 | 63 | 73 |
Bars Traded | 6990 | 3382 | 3608 | 6990 | 3382 | 3608 |
Profit Streak | 92.6039 | 93.1039 | 0 | 92.6039 | 93.1039 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173273 | 302233 | -365493 | -302892 | -68546 | -581177 |
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{ "first_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 38, "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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