Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570494.2993 | 447957.2407 | 122537.0586 | 1868337.4667 | 1135803.4118 | 732534.0549 |
Total P&L (%) | 570.4943 | 447.9572 | 122.5371 | 1868.3375 | 1135.8034 | 732.5341 |
Avg Daily Profit (%) | 0.4564 | 0.3584 | 0.098 | 0.2387 | 0.2014 | 0.1697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97596 | -67875 | -64208 | -573620 | -493615 | -309427 |
Profit Factor | 1.7103 | 2.0579 | 1.3226 | 1.4721 | 1.5118 | 1.4215 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 49.7717 | 48.6239 | 50.9091 | 49.7717 | 48.6239 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.7259 | 2.1744 | 1.2754 | 1.4856 | 1.5973 | 1.3707 |
Largest Winning Trade | 194656 | 194656 | 25683 | 354494 | 354494 | 209840 |
Largest Losing Trade | -35074 | -35074 | -32492 | -178184 | -178184 | -160328 |
Avg Bars in Trades | 66 | 85 | 48 | 66 | 85 | 48 |
Avg Bars in Winners | 84 | 102 | 66 | 84 | 102 | 66 |
Avg Bars in Losers | 48 | 68 | 28 | 48 | 68 | 28 |
Bars Traded | 14578 | 9298 | 5280 | 14578 | 9298 | 5280 |
Profit Streak | 84.632 | 84.882 | 84.632 | 84.632 | 84.882 | 84.632 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582037 | 487482 | -60559 | 439241 | 402937 | 356947 |
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{ "first_band": { "type": "wma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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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