Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325395.9974 | 199519.5952 | 125876.4022 | 277990.0515 | 156958.0319 | 121032.0195 |
Total P&L (%) | 325.396 | 199.5196 | 125.8764 | 277.9901 | 156.958 | 121.032 |
Avg Daily Profit (%) | 0.1739 | 0.1066 | 0.0673 | 0.0711 | 0.0504 | 0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89344 | -77473 | -79254 | -241185 | -219021 | -195288 |
Profit Factor | 1.5696 | 1.7919 | 1.3942 | 1.2056 | 1.232 | 1.1792 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 54.4 | 53.9683 | 54.8387 | 54.4 | 53.9683 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.3157 | 1.5284 | 1.1482 | 1.0106 | 1.0508 | 0.9711 |
Largest Winning Trade | 61738 | 61738 | 50384 | 108367 | 108367 | 75796 |
Largest Losing Trade | -50807 | -38045 | -50807 | -195288 | -103578 | -195288 |
Avg Bars in Trades | 27 | 18 | 36 | 27 | 18 | 36 |
Avg Bars in Winners | 27 | 14 | 39 | 27 | 14 | 39 |
Avg Bars in Losers | 27 | 22 | 33 | 27 | 22 | 33 |
Bars Traded | 3449 | 1160 | 2289 | 3449 | 1160 | 2289 |
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 | 371123 | -193150 | -256019 | -97353 | -271773 | -314963 |
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{ "first_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 122, "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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