Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023399.2245 | 962907.0973 | 60492.1272 | 1690009.4211 | 519465.1879 | 1170544.2332 |
Total P&L (%) | 1023.3992 | 962.9071 | 60.4921 | 1690.0094 | 519.4652 | 1170.5442 |
Avg Daily Profit (%) | 0.5457 | 0.5134 | 0.0323 | 0.1539 | 0.0973 | 0.1356 |
Buy And Hold Return (%) | 278.8614 | 278.8614 | 278.8614 | 278.8614 | 278.8614 | 278.8614 |
Max Trade Drawdown | -139939 | -121933 | -42575 | -2379031 | -2314506 | -358597 |
Profit Factor | 2.5015 | 3.3538 | 1.222 | 1.2136 | 1.0908 | 1.5336 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 48.0392 | 52.9412 | 43.1373 | 48.0392 | 52.9412 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.7057 | 2.9812 | 1.6108 | 1.3127 | 0.9696 | 2.0216 |
Largest Winning Trade | 445799 | 445799 | 42239 | 1602348 | 1602348 | 772032 |
Largest Losing Trade | -56882 | -56882 | -27304 | -1006536 | -1006536 | -263225 |
Avg Bars in Trades | 69 | 97 | 42 | 69 | 97 | 42 |
Avg Bars in Winners | 87 | 111 | 57 | 87 | 111 | 57 |
Avg Bars in Losers | 54 | 82 | 30 | 54 | 82 | 30 |
Bars Traded | 7132 | 4984 | 2148 | 7132 | 4984 | 2148 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459126 | -165253 | -497584 | 218968 | -372415 | -193696 |
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{ "first_band": { "type": "wma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 184, "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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