Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204310.3489 | 155679.4108 | 48630.9381 | 332484.4224 | 270005.0628 | 62479.3596 |
Total P&L (%) | 204.3103 | 155.6794 | 48.6309 | 332.4844 | 270.0051 | 62.4794 |
Avg Daily Profit (%) | 0.7845 | 0.5978 | 0.1867 | 0.5639 | 0.5037 | 0.1866 |
Buy And Hold Return (%) | 36.0805 | 36.0805 | 36.0805 | 36.0805 | 36.0805 | 36.0805 |
Max Trade Drawdown | -52729 | -20536 | -56491 | -101119 | -35032 | -76322 |
Profit Factor | 1.6941 | 2.2909 | 1.2799 | 1.765 | 2.535 | 1.2415 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 37.3563 | 33.3333 | 41.3793 | 37.3563 | 33.3333 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.8409 | 4.5817 | 1.8132 | 2.9597 | 5.0699 | 1.7588 |
Largest Winning Trade | 49899 | 46593 | 49899 | 125050 | 125050 | 105039 |
Largest Losing Trade | -26912 | -6675 | -26912 | -31188 | -9234 | -31188 |
Avg Bars in Trades | 140 | 134 | 146 | 140 | 134 | 146 |
Avg Bars in Winners | 254 | 268 | 243 | 254 | 268 | 243 |
Avg Bars in Losers | 72 | 68 | 77 | 72 | 68 | 77 |
Bars Traded | 24477 | 11728 | 12749 | 24477 | 11728 | 12749 |
Profit Streak | 0 | 11.872 | 0 | 0 | 11.872 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343240 | 245264 | -54048 | 312366 | 303183 | -5403 |
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{ "first_band": { "type": "dcm", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 40, "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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