Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1000323.7258 | 133009.3892 | -1133333.115 | -361066.231 | 19592718.8153 | -19953785.0463 |
Total P&L (%) | -1000.3237 | 133.0094 | -1133.3331 | -361.0662 | 19592.7188 | -19953.785 |
Avg Daily Profit (%) | -0.4248 | 0.0565 | -0.4813 | 0 | 0.2246 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1398608 | -138589 | -1360512 | -39480258 | -12699085 | -38807031 |
Profit Factor | 0.5753 | 1.2868 | 0.4009 | 0.9963 | 1.6046 | 0.6991 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 134 | 63 | 71 | 90 | 49 | 41 |
Losing Trades | 68 | 38 | 30 | 112 | 52 | 60 |
Profitability (%) | 66.3366 | 62.3762 | 70.297 | 44.5545 | 48.5149 | 40.5941 |
Ratio Avg Win / Avg Loss | 0.2919 | 0.7762 | 0.1694 | 1.2399 | 1.7029 | 1.0231 |
Largest Winning Trade | 54918 | 54918 | 32346 | 18123843 | 18123843 | 10803431 |
Largest Losing Trade | -1310734 | -49938 | -1310734 | -27959689 | -7152960 | -27959689 |
Avg Bars in Trades | 68 | 50 | 85 | 68 | 50 | 85 |
Avg Bars in Winners | 55 | 42 | 68 | 84 | 63 | 110 |
Avg Bars in Losers | 92 | 64 | 127 | 55 | 38 | 69 |
Bars Traded | 13781 | 5117 | 8664 | 13781 | 5117 | 8664 |
Profit Streak | 30.3461 | 83.3461 | 30.3461 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576600 | -117280 | -577614 | -580171 | 375215 | -583054 |
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{ "first_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 237, "offset": 37 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 237, "offset": 37 } } }
# | 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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