Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269726.2315 | 1183787.9221 | 85938.3094 | 266272.4373 | -58749.1143 | 325021.5516 |
Total P&L (%) | 1269.7262 | 1183.7879 | 85.9383 | 266.2724 | -58.7491 | 325.0216 |
Avg Daily Profit (%) | 0.5269 | 0.4912 | 0.0357 | 0.0539 | -0.0367 | 0.0601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117080 | -89810 | -149744 | -217033 | -285314 | -95212 |
Profit Factor | 3.4603 | 5.0236 | 1.3873 | 1.3065 | 0.8945 | 2.0426 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 40 | 44.8276 | 42.3729 | 40 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.7061 | 7.5354 | 1.7075 | 1.7769 | 1.3418 | 2.514 |
Largest Winning Trade | 1131938 | 1131938 | 52851 | 191397 | 191397 | 133919 |
Largest Losing Trade | -56816 | -41403 | -56816 | -92334 | -82463 | -92334 |
Avg Bars in Trades | 78 | 73 | 82 | 78 | 73 | 82 |
Avg Bars in Winners | 116 | 96 | 134 | 116 | 96 | 134 |
Avg Bars in Losers | 49 | 58 | 40 | 49 | 58 | 40 |
Bars Traded | 4606 | 2209 | 2397 | 4606 | 2209 | 2397 |
Profit Streak | 27.9411 | 38.4411 | 0 | 27.9411 | 38.4411 | 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 | -164475 | 538138 | -145598 | -301654 | -582501 | -110913 |
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{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "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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