Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603248.5798 | 655410.4572 | -52161.8775 | 10849.4979 | 943341.1425 | -932491.6446 |
Total P&L (%) | 603.2486 | 655.4105 | -52.1619 | 10.8495 | 943.3411 | -932.4916 |
Avg Daily Profit (%) | 0.3231 | 0.351 | -0.0279 | 0.0055 | 0.1257 | 0 |
Buy And Hold Return (%) | 280.434 | 280.434 | 280.434 | 280.434 | 280.434 | 280.434 |
Max Trade Drawdown | -212998 | -176117 | -139499 | -4570191 | -4057621 | -2151523 |
Profit Factor | 1.3758 | 1.851 | 0.9375 | 1.0007 | 1.1076 | 0.8679 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 157 | 83 | 74 | 157 | 83 | 74 |
Losing Trades | 175 | 83 | 92 | 175 | 83 | 92 |
Profitability (%) | 47.2892 | 50 | 44.5783 | 47.2892 | 50 | 44.5783 |
Ratio Avg Win / Avg Loss | 1.5335 | 1.851 | 1.1656 | 1.1154 | 1.1076 | 1.079 |
Largest Winning Trade | 198376 | 198376 | 37723 | 1664174 | 1664174 | 747217 |
Largest Losing Trade | -53804 | -45857 | -53804 | -1577719 | -1467392 | -1577719 |
Avg Bars in Trades | 33 | 41 | 25 | 33 | 41 | 25 |
Avg Bars in Winners | 37 | 42 | 32 | 37 | 42 | 32 |
Avg Bars in Losers | 29 | 40 | 19 | 29 | 40 | 19 |
Bars Traded | 11109 | 6943 | 4166 | 11109 | 6943 | 4166 |
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 | 199742 | 306500 | -580627 | -570318 | -129449 | -580627 |
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{ "first_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "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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