Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12709.7079 | 367534.5213 | -354824.8134 | 1195773.8302 | -2140613.5302 | 3336387.3604 |
Total P&L (%) | 12.7097 | 367.5345 | -354.8248 | 1195.7738 | -2140.6135 | 3336.3874 |
Avg Daily Profit (%) | 0.007 | 0.2025 | -0.1955 | 0.1413 | 0 | 0.1951 |
Buy And Hold Return (%) | 707.2697 | 707.2697 | 707.2697 | 707.2697 | 707.2697 | 707.2697 |
Max Trade Drawdown | -325984 | -95681 | -420628 | -4053649 | -2843887 | -1415548 |
Profit Factor | 1.014 | 2.5621 | 0.4702 | 1.1686 | 0.5289 | 2.3082 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 22 | 31 | 47 | 27 | 20 |
Losing Trades | 37 | 23 | 14 | 43 | 18 | 25 |
Profitability (%) | 58.8889 | 48.8889 | 68.8889 | 52.2222 | 60 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.7079 | 2.6785 | 0.2123 | 1.0691 | 0.3526 | 2.8852 |
Largest Winning Trade | 142286 | 142286 | 63293 | 3521466 | 358523 | 3521466 |
Largest Losing Trade | -323087 | -42997 | -323087 | -2263231 | -2263231 | -645538 |
Avg Bars in Trades | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Winners | 38 | 40 | 36 | 64 | 46 | 87 |
Avg Bars in Losers | 85 | 74 | 102 | 50 | 75 | 31 |
Bars Traded | 5165 | 2615 | 2550 | 5165 | 2615 | 2550 |
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 | -554598 | -153616 | -578263 | -47566 | -579415 | 313619 |
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{ "first_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 4, "offset": 223 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 4, "offset": 223 } } }
# | 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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