Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404390.931 | 443594.6999 | -39203.7689 | -73501.9443 | -119505.6296 | 46003.6853 |
Total P&L (%) | 404.3909 | 443.5947 | -39.2038 | -73.5019 | -119.5056 | 46.0037 |
Avg Daily Profit (%) | 0.2522 | 0.2766 | -0.0244 | -0.0828 | 0 | 0.0236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -302419 | -201819 | -125102 | -705335 | -607088 | -139629 |
Profit Factor | 1.4004 | 1.719 | 0.9002 | 0.9472 | 0.8836 | 1.126 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 44.5161 | 40.2597 | 48.7179 | 44.5161 | 40.2597 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.7455 | 2.5508 | 0.9476 | 1.1806 | 1.3112 | 1.1853 |
Largest Winning Trade | 297374 | 297374 | 33915 | 208817 | 208817 | 82398 |
Largest Losing Trade | -55883 | -55140 | -55883 | -247287 | -247287 | -52725 |
Avg Bars in Trades | 39 | 56 | 22 | 39 | 56 | 22 |
Avg Bars in Winners | 46 | 68 | 29 | 46 | 68 | 29 |
Avg Bars in Losers | 33 | 48 | 16 | 33 | 48 | 16 |
Bars Traded | 6113 | 4360 | 1753 | 6113 | 4360 | 1753 |
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 | 307986 | -34212 | -615456 | -580431 | -624857 | -279606 |
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{ "first_band": { "type": "wma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "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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