Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2131733.1998 | 2214390.4923 | -82657.2925 | -38882.0362 | -49162.7215 | 10280.6854 |
Total P&L (%) | 2131.7332 | 2214.3905 | -82.6573 | -38.882 | -49.1627 | 10.2807 |
Avg Daily Profit (%) | 0.9611 | 0.9984 | -0.0373 | -0.0222 | -0.0305 | 0.0044 |
Buy And Hold Return (%) | 366.4211 | 366.4211 | 366.4211 | 366.4211 | 366.4211 | 366.4211 |
Max Trade Drawdown | -238752 | -155671 | -156618 | -798629 | -624917 | -190416 |
Profit Factor | 3.6775 | 6.4249 | 0.787 | 0.9719 | 0.9465 | 1.0221 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 46.2366 | 47.8261 | 44.6809 | 46.2366 | 47.8261 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.2761 | 7.009 | 0.9743 | 1.1301 | 1.0326 | 1.2655 |
Largest Winning Trade | 2271086 | 2271086 | 33039 | 381794 | 381794 | 105744 |
Largest Losing Trade | -49113 | -48006 | -49113 | -245232 | -245232 | -90400 |
Avg Bars in Trades | 92 | 133 | 52 | 92 | 133 | 52 |
Avg Bars in Winners | 90 | 101 | 79 | 90 | 101 | 79 |
Avg Bars in Losers | 94 | 163 | 30 | 94 | 163 | 30 |
Bars Traded | 8623 | 6149 | 2474 | 8623 | 6149 | 2474 |
Profit Streak | 139.7802 | 139.7802 | 303.2802 | 139.7802 | 139.7802 | 303.2802 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 703508 | 771038 | -581397 | -578912 | -578922 | -549513 |
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{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 212, "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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