Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334286.1182 | 311300.4974 | 22985.6207 | -84591.3423 | 1642418.8979 | -1727010.2402 |
Total P&L (%) | 334.2861 | 311.3005 | 22.9856 | -84.5913 | 1642.4189 | -1727.0102 |
Avg Daily Profit (%) | 0.1758 | 0.1637 | 0.0121 | -0.0983 | 0.1504 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200799 | -145888 | -273760 | -1491553 | -111260 | -2081794 |
Profit Factor | 1.2907 | 1.6476 | 1.0344 | 0.9725 | 4.4681 | 0.3359 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 53.2338 | 53.4653 | 53 | 53.2338 | 53.4653 | 53 |
Ratio Avg Win / Avg Loss | 1.1339 | 1.434 | 0.9173 | 0.8543 | 3.8889 | 0.2979 |
Largest Winning Trade | 127616 | 127616 | 63401 | 274544 | 274544 | 230699 |
Largest Losing Trade | -86217 | -38872 | -86217 | -1184850 | -59758 | -1184850 |
Avg Bars in Trades | 55 | 38 | 72 | 55 | 38 | 72 |
Avg Bars in Winners | 63 | 38 | 89 | 63 | 38 | 89 |
Avg Bars in Losers | 45 | 37 | 53 | 45 | 37 | 53 |
Bars Traded | 11104 | 3873 | 7230 | 11104 | 3873 | 7230 |
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 | 320874 | 341435 | -365887 | -579306 | 546593 | -580676 |
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{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 73, "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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