Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373244.4443 | 1406278.7473 | -33034.303 | 145406.7337 | -1343697.1801 | 1489103.9137 |
Total P&L (%) | 1373.2444 | 1406.2787 | -33.0343 | 145.4067 | -1343.6972 | 1489.1039 |
Avg Daily Profit (%) | 0.7693 | 0.7878 | -0.0185 | 0.0503 | 0 | 0.1551 |
Buy And Hold Return (%) | 317.8999 | 317.8999 | 317.8999 | 317.8999 | 317.8999 | 317.8999 |
Max Trade Drawdown | -182842 | -205885 | -97804 | -3007377 | -4002125 | -567376 |
Profit Factor | 2.6479 | 4.3358 | 0.9198 | 1.0196 | 0.7319 | 1.6195 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 31.6901 | 26.7606 | 36.6197 | 31.6901 | 26.7606 | 36.6197 |
Ratio Avg Win / Avg Loss | 5.7078 | 11.8663 | 1.5919 | 2.1978 | 2.0031 | 2.803 |
Largest Winning Trade | 1282358 | 1282358 | 53001 | 1359128 | 1359128 | 1064427 |
Largest Losing Trade | -37104 | -34109 | -37104 | -910702 | -910702 | -304057 |
Avg Bars in Trades | 73 | 64 | 82 | 73 | 64 | 82 |
Avg Bars in Winners | 157 | 160 | 154 | 157 | 160 | 154 |
Avg Bars in Losers | 34 | 28 | 40 | 34 | 28 | 40 |
Bars Traded | 10395 | 4555 | 5840 | 10395 | 4555 | 5840 |
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 | 333761 | -90489 | -670161 | -496105 | -687013 | -83056 |
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "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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