Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747312.1454 | 742561.0678 | 4751.0777 | 87710.5291 | 259750.3599 | -172039.8308 |
Total P&L (%) | 747.3121 | 742.5611 | 4.7511 | 87.7105 | 259.7504 | -172.0398 |
Avg Daily Profit (%) | 0.3969 | 0.3944 | 0.0025 | 0.0334 | 0.068 | 0 |
Buy And Hold Return (%) | 252.116 | 252.116 | 252.116 | 252.116 | 252.116 | 252.116 |
Max Trade Drawdown | -177947 | -101835 | -180502 | -364166 | -181941 | -392125 |
Profit Factor | 2.2433 | 3.3465 | 1.0167 | 1.0947 | 1.6233 | 0.6626 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 54.6667 | 51.3514 | 57.8947 | 54.6667 | 51.3514 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.8603 | 3.1704 | 0.7394 | 0.9078 | 1.5379 | 0.4819 |
Largest Winning Trade | 484855 | 484855 | 34206 | 198426 | 198426 | 45341 |
Largest Losing Trade | -84761 | -58561 | -84761 | -169759 | -109543 | -169759 |
Avg Bars in Trades | 47 | 63 | 31 | 47 | 63 | 31 |
Avg Bars in Winners | 49 | 53 | 45 | 49 | 53 | 45 |
Avg Bars in Losers | 45 | 73 | 13 | 45 | 73 | 13 |
Bars Traded | 3557 | 2342 | 1215 | 3557 | 2342 | 1215 |
Profit Streak | 73.1821 | 161.1821 | 73.1821 | 73.1821 | 161.1821 | 73.1821 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48581 | 507026 | -557457 | -491491 | -254259 | -579183 |
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "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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