Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217550.8908 | 319788.5928 | -102237.702 | -83328.9283 | 21704.6313 | -105033.5596 |
Total P&L (%) | 217.5509 | 319.7886 | -102.2377 | -83.3289 | 21.7046 | -105.0336 |
Avg Daily Profit (%) | 0.1169 | 0.1718 | -0.0549 | -0.0962 | 0.0106 | 0 |
Buy And Hold Return (%) | 14.2885 | 14.2885 | 14.2885 | 14.2885 | 14.2885 | 14.2885 |
Max Trade Drawdown | -247878 | -154360 | -123109 | -267922 | -237435 | -166286 |
Profit Factor | 1.3468 | 2.0161 | 0.6729 | 0.8988 | 1.0515 | 0.7387 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 40.678 | 44.8276 | 36.6667 | 40.678 | 44.8276 | 36.6667 |
Ratio Avg Win / Avg Loss | 1.9641 | 2.4813 | 1.1622 | 1.3108 | 1.2941 | 1.2759 |
Largest Winning Trade | 213954 | 213954 | 48029 | 121882 | 121882 | 71286 |
Largest Losing Trade | -59934 | -59934 | -46874 | -168502 | -168502 | -92738 |
Avg Bars in Trades | 55 | 86 | 26 | 55 | 86 | 26 |
Avg Bars in Winners | 75 | 108 | 35 | 75 | 108 | 35 |
Avg Bars in Losers | 42 | 68 | 20 | 42 | 68 | 20 |
Bars Traded | 3291 | 2507 | 784 | 3291 | 2507 | 784 |
Profit Streak | 248.4138 | 248.9138 | 248.4138 | 248.4138 | 248.9138 | 248.4138 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217889 | 350454 | -583476 | -761542 | -354206 | -583476 |
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{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 152, "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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