Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098674.8804 | 1103720.7672 | -5045.8867 | 645984.3254 | 884377.69 | -238393.3647 |
Total P&L (%) | 1098.6749 | 1103.7208 | -5.0459 | 645.9843 | 884.3777 | -238.3934 |
Avg Daily Profit (%) | 0.5274 | 0.5298 | -0.0024 | 0.0965 | 0.1098 | 0 |
Buy And Hold Return (%) | 361.4572 | 361.4572 | 361.4572 | 361.4572 | 361.4572 | 361.4572 |
Max Trade Drawdown | -137806 | -151383 | -27511 | -2628867 | -2602803 | -368872 |
Profit Factor | 2.483 | 2.7096 | 0.947 | 1.0567 | 1.0877 | 0.8184 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 38.4106 | 37.3333 | 39.4737 | 38.4106 | 37.3333 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.9814 | 4.5483 | 1.4521 | 1.6943 | 1.8257 | 1.2549 |
Largest Winning Trade | 651732 | 651732 | 17007 | 2393228 | 2393228 | 177147 |
Largest Losing Trade | -57938 | -57938 | -8358 | -869036 | -869036 | -110842 |
Avg Bars in Trades | 160 | 318 | 4 | 160 | 318 | 4 |
Avg Bars in Winners | 281 | 577 | 5 | 281 | 577 | 5 |
Avg Bars in Losers | 85 | 164 | 3 | 85 | 164 | 3 |
Bars Traded | 24241 | 23893 | 347 | 24241 | 23893 | 347 |
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 | 315951 | -48921 | -632385 | -232835 | -234739 | -632385 |
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "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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