Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159430.4887 | 1218237.7276 | -58807.239 | 102532.7881 | 812789.2788 | -710256.4907 |
Total P&L (%) | 1159.4305 | 1218.2377 | -58.8072 | 102.5328 | 812.7893 | -710.2565 |
Avg Daily Profit (%) | 0.6397 | 0.6722 | -0.0324 | 0.0389 | 0.1221 | 0 |
Buy And Hold Return (%) | 503.2549 | 503.2549 | 503.2549 | 503.2549 | 503.2549 | 503.2549 |
Max Trade Drawdown | -160060 | -86686 | -186515 | -1036973 | -395373 | -937848 |
Profit Factor | 2.1479 | 3.6014 | 0.8914 | 1.0415 | 1.7924 | 0.5075 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 44.3243 | 40.8602 | 47.8261 | 44.3243 | 40.8602 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.698 | 5.2125 | 0.9725 | 1.3083 | 2.5943 | 0.5537 |
Largest Winning Trade | 937884 | 937884 | 70214 | 872421 | 872421 | 114728 |
Largest Losing Trade | -58570 | -32754 | -58570 | -210388 | -123308 | -210388 |
Avg Bars in Trades | 57 | 60 | 55 | 57 | 60 | 55 |
Avg Bars in Winners | 82 | 89 | 75 | 82 | 89 | 75 |
Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
Bars Traded | 10697 | 5587 | 5110 | 10697 | 5587 | 5110 |
Profit Streak | 64.8917 | 77.8917 | 64.8917 | 64.8917 | 77.8917 | 64.8917 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401963 | 427048 | -581372 | -481333 | -38553 | -581372 |
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{ "first_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "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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