Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325661.7029 | 315095.4537 | 10566.2492 | -61134.7025 | -74989.6173 | 13854.9148 |
Total P&L (%) | 325.6617 | 315.0955 | 10.5662 | -61.1347 | -74.9896 | 13.8549 |
Avg Daily Profit (%) | 0.2035 | 0.1969 | 0.0066 | -0.059 | -0.0866 | 0.0081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297265 | -215649 | -99462 | -173742 | -164644 | -35717 |
Profit Factor | 1.546 | 1.9094 | 1.0423 | 0.831 | 0.6746 | 1.1055 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 47.7612 | 45.4545 | 50 | 47.7612 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 1.691 | 2.2913 | 1.0423 | 0.9089 | 0.8095 | 1.1055 |
Largest Winning Trade | 369514 | 369514 | 30185 | 36529 | 26476 | 36529 |
Largest Losing Trade | -58581 | -58581 | -58536 | -85869 | -85869 | -34213 |
Avg Bars in Trades | 90 | 127 | 53 | 90 | 127 | 53 |
Avg Bars in Winners | 91 | 107 | 77 | 91 | 107 | 77 |
Avg Bars in Losers | 88 | 143 | 30 | 88 | 143 | 30 |
Bars Traded | 6030 | 4201 | 1829 | 6030 | 4201 | 1829 |
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 | -111798 | 339390 | -506201 | -702926 | -582570 | -332360 |
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{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 159, "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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