Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361987.9798 | 186952.4655 | 175035.5143 | 291702.1985 | 176354.3377 | 115347.8608 |
Total P&L (%) | 361.988 | 186.9525 | 175.0355 | 291.7022 | 176.3543 | 115.3479 |
Avg Daily Profit (%) | 0.2266 | 0.117 | 0.1096 | 0.0855 | 0.0636 | 0.048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93385 | -76730 | -40181 | -614367 | -513778 | -315955 |
Profit Factor | 1.5232 | 1.475 | 1.5868 | 1.1188 | 1.1324 | 1.1026 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 45.0867 | 40.2299 | 50 | 45.0867 | 40.2299 | 50 |
Ratio Avg Win / Avg Loss | 1.8552 | 2.1914 | 1.5868 | 1.3626 | 1.6825 | 1.1026 |
Largest Winning Trade | 226873 | 226873 | 57385 | 380148 | 380148 | 253087 |
Largest Losing Trade | -23360 | -19442 | -23360 | -140368 | -103247 | -140368 |
Avg Bars in Trades | 53 | 44 | 62 | 53 | 44 | 62 |
Avg Bars in Winners | 74 | 58 | 88 | 74 | 58 | 88 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 9264 | 3854 | 5410 | 9264 | 3854 | 5410 |
Profit Streak | 10.5164 | 10.5164 | 47.3497 | 10.5164 | 10.5164 | 47.3497 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378028 | -37990 | -43117 | -168584 | -185161 | -235754 |
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{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 24, "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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