Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923315.5867 | 832202.9694 | 91112.6173 | 1669454.1816 | 1272992.1867 | 396461.995 |
Total P&L (%) | 923.3156 | 832.203 | 91.1126 | 1669.4542 | 1272.9922 | 396.462 |
Avg Daily Profit (%) | 0.5034 | 0.4538 | 0.0497 | 0.1568 | 0.1429 | 0.0874 |
Buy And Hold Return (%) | 229.0244 | 229.0244 | 229.0244 | 229.0244 | 229.0244 | 229.0244 |
Max Trade Drawdown | -110638 | -117312 | -42015 | -978547 | -1024417 | -566897 |
Profit Factor | 3.2882 | 4.6773 | 1.5142 | 1.4906 | 1.7029 | 1.249 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 51.7241 | 54.5455 | 48.8372 | 51.7241 | 54.5455 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.069 | 3.8977 | 1.5863 | 1.3912 | 1.4191 | 1.3085 |
Largest Winning Trade | 738635 | 738635 | 61582 | 730846 | 730846 | 700928 |
Largest Losing Trade | -32669 | -32669 | -20296 | -336891 | -302898 | -336891 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 47 | 52 | 42 | 47 | 52 | 42 |
Avg Bars in Losers | 32 | 33 | 32 | 32 | 33 | 32 |
Bars Traded | 3539 | 1927 | 1612 | 3539 | 1927 | 1612 |
Profit Streak | 80.6004 | 450.1004 | 0 | 80.6004 | 450.1004 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566535 | 621251 | -290241 | 357503 | 49906 | -85574 |
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{ "first_band": { "type": "wma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "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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