Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764792.0826 | 754100.9646 | 10691.118 | 74435.0526 | -665744.0188 | 740179.0714 |
Total P&L (%) | 764.7921 | 754.101 | 10.6911 | 74.4351 | -665.744 | 740.1791 |
Avg Daily Profit (%) | 0.4009 | 0.3953 | 0.0056 | 0.0292 | 0 | 0.1116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234861 | -184238 | -86682 | -2107548 | -2037087 | -346506 |
Profit Factor | 2.7214 | 3.6155 | 1.0686 | 1.0204 | 0.7705 | 1.9837 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 49.3827 | 47.5 | 51.2195 | 49.3827 | 47.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.7895 | 3.9961 | 1.0177 | 1.0459 | 0.8517 | 1.8892 |
Largest Winning Trade | 860613 | 860613 | 25695 | 737052 | 737052 | 285648 |
Largest Losing Trade | -33643 | -33643 | -15917 | -566738 | -566738 | -132948 |
Avg Bars in Trades | 65 | 112 | 18 | 65 | 112 | 18 |
Avg Bars in Winners | 79 | 148 | 17 | 79 | 148 | 17 |
Avg Bars in Losers | 50 | 80 | 18 | 50 | 80 | 18 |
Bars Traded | 5268 | 4519 | 749 | 5268 | 4519 | 749 |
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 | -1570 | 559532 | -474257 | -368549 | -581722 | -39302 |
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{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 47, "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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