Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428108.0357 | 395291.4879 | 32816.5478 | 370825.9284 | 436047.3374 | -65221.409 |
Total P&L (%) | 428.108 | 395.2915 | 32.8165 | 370.8259 | 436.0473 | -65.2214 |
Avg Daily Profit (%) | 0.3032 | 0.28 | 0.0232 | 0.1098 | 0.119 | -0.0748 |
Buy And Hold Return (%) | 73.2108 | 73.2108 | 73.2108 | 73.2108 | 73.2108 | 73.2108 |
Max Trade Drawdown | -113220 | -68937 | -99926 | -209691 | -99679 | -239632 |
Profit Factor | 1.6436 | 2.3938 | 1.086 | 1.359 | 2.065 | 0.8954 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 52.1368 | 55.9322 | 48.2759 | 52.1368 | 55.9322 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.5089 | 1.886 | 1.1636 | 1.2476 | 1.6269 | 0.9594 |
Largest Winning Trade | 111142 | 111142 | 55298 | 141761 | 131991 | 141761 |
Largest Losing Trade | -49824 | -31025 | -49824 | -110161 | -50946 | -110161 |
Avg Bars in Trades | 46 | 36 | 55 | 46 | 36 | 55 |
Avg Bars in Winners | 54 | 40 | 71 | 54 | 40 | 71 |
Avg Bars in Losers | 36 | 31 | 41 | 36 | 31 | 41 |
Bars Traded | 5393 | 2148 | 3245 | 5393 | 2148 | 3245 |
Profit Streak | 0 | 0 | 493.9203 | 0 | 0 | 493.9203 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411654 | -164113 | -633662 | -46684 | -206842 | -760919 |
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 68, "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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