Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535073.0502 | 528193.9794 | 6879.0708 | 109334.9701 | 414173.0239 | -304838.0539 |
Total P&L (%) | 535.0731 | 528.194 | 6.8791 | 109.335 | 414.173 | -304.8381 |
Avg Daily Profit (%) | 0.2569 | 0.2536 | 0.0033 | 0.0355 | 0.0787 | 0 |
Buy And Hold Return (%) | 83.0846 | 83.0846 | 83.0846 | 83.0846 | 83.0846 | 83.0846 |
Max Trade Drawdown | -144624 | -123279 | -150090 | -560265 | -477122 | -597852 |
Profit Factor | 1.5525 | 2.0555 | 1.0147 | 1.038 | 1.2826 | 0.7846 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Profitability (%) | 40.9483 | 41.3793 | 40.5172 | 40.9483 | 41.3793 | 40.5172 |
Ratio Avg Win / Avg Loss | 2.2388 | 2.9119 | 1.4897 | 1.4968 | 1.817 | 1.1519 |
Largest Winning Trade | 310691 | 310691 | 44148 | 363351 | 363351 | 178233 |
Largest Losing Trade | -45757 | -27585 | -45757 | -151632 | -151632 | -134202 |
Avg Bars in Trades | 105 | 108 | 101 | 105 | 108 | 101 |
Avg Bars in Winners | 141 | 124 | 159 | 141 | 124 | 159 |
Avg Bars in Losers | 80 | 97 | 62 | 80 | 97 | 62 |
Bars Traded | 24413 | 12607 | 11806 | 24413 | 12607 | 11806 |
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 | 308981 | 301558 | -562475 | -394069 | -91786 | -583044 |
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{ "first_band": { "type": "wma", "factors": { "length": 120, "offset": 137 } }, "second_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 120, "offset": 137 } }, "second_band": { "type": "dcm", "factors": { "length": 226, "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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