Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774939.5707 | 669988.8001 | 104950.7706 | 1373757.4539 | -519784.7935 | 1893542.2474 |
Total P&L (%) | 774.9396 | 669.9888 | 104.9508 | 1373.7575 | -519.7848 | 1893.5422 |
Avg Daily Profit (%) | 0.4182 | 0.3616 | 0.0566 | 0.1453 | 0 | 0.1616 |
Buy And Hold Return (%) | 76.8763 | 76.8763 | 76.8763 | 76.8763 | 76.8763 | 76.8763 |
Max Trade Drawdown | -117693 | -100533 | -59108 | -4576057 | -3860705 | -1492041 |
Profit Factor | 2.3509 | 3.0638 | 1.4215 | 1.1191 | 0.9276 | 1.4353 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 45.8647 | 40.2985 | 51.5152 | 45.8647 | 40.2985 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.7748 | 4.5389 | 1.3379 | 1.3209 | 1.3743 | 1.3508 |
Largest Winning Trade | 326489 | 326489 | 67025 | 1566713 | 1159223 | 1566713 |
Largest Losing Trade | -31056 | -31056 | -28550 | -959311 | -959311 | -866373 |
Avg Bars in Trades | 81 | 77 | 84 | 81 | 77 | 84 |
Avg Bars in Winners | 127 | 129 | 125 | 127 | 129 | 125 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 10780 | 5203 | 5577 | 10780 | 5203 | 5577 |
Profit Streak | 0 | 0 | 15.7211 | 0 | 0 | 15.7211 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472486 | -105458 | -291532 | -89390 | -699842 | -114293 |
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{ "first_band": { "type": "wma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 66, "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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