Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1456821.0603 | 1521881.3411 | -65060.2808 | 68320.6829 | 242977.815 | -174657.1321 |
Total P&L (%) | 1456.8211 | 1521.8813 | -65.0603 | 68.3207 | 242.9778 | -174.6571 |
Avg Daily Profit (%) | 0.8 | 0.8357 | -0.0357 | 0.0286 | 0.0677 | 0 |
Buy And Hold Return (%) | 634.9365 | 634.9365 | 634.9365 | 634.9365 | 634.9365 | 634.9365 |
Max Trade Drawdown | -207647 | -194879 | -70887 | -1106959 | -1009130 | -308683 |
Profit Factor | 2.1448 | 2.6552 | 0.8157 | 1.0155 | 1.0754 | 0.8534 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 161 | 72 | 89 | 161 | 72 | 89 |
Losing Trades | 222 | 119 | 103 | 222 | 119 | 103 |
Profitability (%) | 42.0366 | 37.6963 | 46.3542 | 42.0366 | 37.6963 | 46.3542 |
Ratio Avg Win / Avg Loss | 2.9574 | 4.3884 | 0.9441 | 1.4002 | 1.7773 | 0.9876 |
Largest Winning Trade | 891845 | 891845 | 20078 | 592661 | 592661 | 68114 |
Largest Losing Trade | -36839 | -33264 | -36839 | -271316 | -271316 | -136842 |
Avg Bars in Trades | 54 | 101 | 8 | 54 | 101 | 8 |
Avg Bars in Winners | 71 | 149 | 8 | 71 | 149 | 8 |
Avg Bars in Losers | 42 | 72 | 8 | 42 | 72 | 8 |
Bars Traded | 21051 | 19437 | 1614 | 21051 | 19437 | 1614 |
Profit Streak | 44.2941 | 46.2108 | 44.2941 | 44.2941 | 46.2108 | 44.2941 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439637 | 368501 | -580913 | -524070 | -408618 | -580913 |
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 89, "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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