Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800894.1217 | 717399.5568 | 83494.5649 | 3143515.419 | 4656093.7893 | -1512578.3703 |
Total P&L (%) | 800.8941 | 717.3996 | 83.4946 | 3143.5154 | 4656.0938 | -1512.5784 |
Avg Daily Profit (%) | 0.3203 | 0.2869 | 0.0334 | 0.1392 | 0.1546 | 0 |
Buy And Hold Return (%) | 840.6014 | 840.6014 | 840.6014 | 840.6014 | 840.6014 | 840.6014 |
Max Trade Drawdown | -87929 | -49748 | -76653 | -1435799 | -706855 | -2075998 |
Profit Factor | 3.215 | 7.0024 | 1.3449 | 1.5828 | 5.4385 | 0.6519 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 65 | 66.6667 | 63.3333 | 65 | 66.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.7312 | 3.5012 | 0.7786 | 0.8523 | 2.7192 | 0.3774 |
Largest Winning Trade | 407150 | 407150 | 51525 | 3030585 | 3030585 | 564927 |
Largest Losing Trade | -66889 | -36647 | -66889 | -1217403 | -440543 | -1217403 |
Avg Bars in Trades | 74 | 93 | 55 | 74 | 93 | 55 |
Avg Bars in Winners | 79 | 87 | 69 | 79 | 87 | 69 |
Avg Bars in Losers | 66 | 106 | 31 | 66 | 106 | 31 |
Bars Traded | 4483 | 2813 | 1670 | 4483 | 2813 | 1670 |
Profit Streak | 72.1267 | 531.6267 | 0 | 72.1267 | 531.6267 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321564 | -144986 | -313690 | -180043 | 657876 | -579097 |
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{ "first_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 244, "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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