Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214558.9596 | 16564.1788 | 197994.7808 | 390682.2625 | 94610.2015 | 296072.061 |
Total P&L (%) | 214.559 | 16.5642 | 197.9948 | 390.6823 | 94.6102 | 296.0721 |
Avg Daily Profit (%) | 0.165 | 0.0127 | 0.1523 | 0.1224 | 0.0512 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69020 | -75004 | -39648 | -75058 | -96633 | -36023 |
Profit Factor | 1.8432 | 1.1041 | 3.0766 | 2.1357 | 1.4542 | 3.1821 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 58.1081 | 54.0541 | 62.1622 | 58.1081 | 54.0541 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.3288 | 0.9385 | 1.8727 | 1.5397 | 1.236 | 1.937 |
Largest Winning Trade | 35766 | 22340 | 35766 | 83304 | 83304 | 67840 |
Largest Losing Trade | -30360 | -30360 | -25971 | -35301 | -35301 | -25217 |
Avg Bars in Trades | 63 | 36 | 90 | 63 | 36 | 90 |
Avg Bars in Winners | 59 | 26 | 88 | 59 | 26 | 88 |
Avg Bars in Losers | 68 | 48 | 92 | 68 | 48 | 92 |
Bars Traded | 4678 | 1345 | 3333 | 4678 | 1345 | 3333 |
Profit Streak | 0 | 20.0447 | 0 | 0 | 20.0447 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57739 | -291081 | 528242 | -92951 | -121876 | -43896 |
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 236, "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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