Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1620550.0438 | 1467164.4148 | 153385.6289 | 15180192.7465 | 14321765.068 | 858427.6785 |
Total P&L (%) | 1620.55 | 1467.1644 | 153.3856 | 15180.1927 | 14321.7651 | 858.4277 |
Avg Daily Profit (%) | 0.8907 | 0.8064 | 0.0843 | 0.2768 | 0.2736 | 0.1243 |
Buy And Hold Return (%) | 579.6209 | 579.6209 | 579.6209 | 579.6209 | 579.6209 | 579.6209 |
Max Trade Drawdown | -111965 | -93931 | -36290 | -32907805 | -26445498 | -11778972 |
Profit Factor | 2.8424 | 3.8107 | 1.4289 | 1.1167 | 1.1803 | 1.0169 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 184 | 96 | 88 | 184 | 96 | 88 |
Profitability (%) | 34.0502 | 30.9353 | 37.1429 | 34.0502 | 30.9353 | 37.1429 |
Ratio Avg Win / Avg Loss | 5.5053 | 8.5077 | 2.4182 | 2.1628 | 2.6351 | 1.721 |
Largest Winning Trade | 1033773 | 1033773 | 48333 | 18887085 | 18887085 | 7271013 |
Largest Losing Trade | -24898 | -17790 | -24898 | -5394155 | -4027581 | -5394155 |
Avg Bars in Trades | 38 | 46 | 29 | 38 | 46 | 29 |
Avg Bars in Winners | 78 | 108 | 53 | 78 | 108 | 53 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 10651 | 6514 | 4137 | 10651 | 6514 | 4137 |
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 | 382850 | 322800 | -249105 | -87130 | -19992 | -248486 |
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{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 6, "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) |
---|