Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038129.054 | 983261.1245 | 54867.9294 | 2921949.1443 | 4174989.8843 | -1253040.74 |
Total P&L (%) | 1038.1291 | 983.2611 | 54.8679 | 2921.9491 | 4174.9899 | -1253.0407 |
Avg Daily Profit (%) | 0.572 | 0.5417 | 0.0302 | 0.188 | 0.2071 | 0 |
Buy And Hold Return (%) | 691.5415 | 691.5415 | 691.5415 | 691.5415 | 691.5415 | 691.5415 |
Max Trade Drawdown | -139638 | -132384 | -45355 | -4595322 | -3774819 | -2192423 |
Profit Factor | 3.1081 | 4.2707 | 1.286 | 1.1802 | 1.4284 | 0.8062 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50.7937 | 48.3871 | 53.125 | 50.7937 | 48.3871 | 53.125 |
Ratio Avg Win / Avg Loss | 3.011 | 4.5555 | 1.1347 | 1.1434 | 1.5236 | 0.7114 |
Largest Winning Trade | 510059 | 510059 | 54407 | 3944241 | 3944241 | 989979 |
Largest Losing Trade | -38996 | -38996 | -29818 | -2891214 | -2891214 | -1614459 |
Avg Bars in Trades | 82 | 127 | 39 | 82 | 127 | 39 |
Avg Bars in Winners | 94 | 149 | 45 | 94 | 149 | 45 |
Avg Bars in Losers | 70 | 106 | 31 | 70 | 106 | 31 |
Bars Traded | 5206 | 3947 | 1259 | 5206 | 3947 | 1259 |
Profit Streak | 0 | 119.8574 | 0 | 0 | 119.8574 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143955 | -16028 | -317906 | -167248 | 350186 | -580405 |
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 175, "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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