Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125072.4599 | 67618.0143 | 57454.4455 | 135619.1421 | 65058.3809 | 70560.7612 |
Total P&L (%) | 125.0725 | 67.618 | 57.4544 | 135.6191 | 65.0584 | 70.5608 |
Avg Daily Profit (%) | 0.2401 | 0.1298 | 0.1103 | 0.1647 | 0.0963 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48804 | -64015 | -22251 | -118974 | -151760 | -43708 |
Profit Factor | 1.4911 | 1.4038 | 1.6587 | 1.2705 | 1.1933 | 1.4283 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 53.8462 | 50 | 57.6923 | 53.8462 | 50 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.2781 | 1.4038 | 1.2164 | 1.089 | 1.1933 | 1.0475 |
Largest Winning Trade | 28044 | 28044 | 14080 | 53052 | 53052 | 26246 |
Largest Losing Trade | -32633 | -32633 | -17067 | -88996 | -88996 | -33322 |
Avg Bars in Trades | 233 | 347 | 119 | 233 | 347 | 119 |
Avg Bars in Winners | 165 | 246 | 94 | 165 | 246 | 94 |
Avg Bars in Losers | 313 | 448 | 154 | 313 | 448 | 154 |
Bars Traded | 24304 | 18076 | 6228 | 24304 | 18076 | 6228 |
Profit Streak | 7.4108 | 9.9733 | 0 | 7.4108 | 9.9733 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363673 | -199104 | -224155 | 291930 | -252688 | -234810 |
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{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 62 } }, "second_band": { "type": "dcu", "factors": { "length": 99, "offset": 217 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 62 } }, "second_band": { "type": "dcu", "factors": { "length": 99, "offset": 217 } } }
# | 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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