Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139859.204 | 1166305.2452 | -26446.0412 | 263082.347 | 496645.8468 | -233563.4997 |
Total P&L (%) | 1139.8592 | 1166.3052 | -26.446 | 263.0823 | 496.6458 | -233.5635 |
Avg Daily Profit (%) | 0.6284 | 0.6429 | -0.0146 | 0.0711 | 0.0985 | 0 |
Buy And Hold Return (%) | 543.9553 | 543.9553 | 543.9553 | 543.9553 | 543.9553 | 543.9553 |
Max Trade Drawdown | -157028 | -141486 | -47729 | -1844198 | -1759977 | -630546 |
Profit Factor | 2.5479 | 3.64 | 0.9102 | 1.0446 | 1.1396 | 0.9 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 46.1538 | 41.3793 | 50.8475 | 46.1538 | 41.3793 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.9726 | 5.1566 | 0.8799 | 1.2187 | 1.6144 | 0.87 |
Largest Winning Trade | 688606 | 688606 | 50162 | 1064408 | 1064408 | 332027 |
Largest Losing Trade | -50649 | -50649 | -36703 | -1061790 | -1061790 | -486285 |
Avg Bars in Trades | 43 | 69 | 18 | 43 | 69 | 18 |
Avg Bars in Winners | 53 | 93 | 21 | 53 | 93 | 21 |
Avg Bars in Losers | 35 | 52 | 15 | 35 | 52 | 15 |
Bars Traded | 5093 | 4014 | 1078 | 5093 | 4014 | 1078 |
Profit Streak | 0 | 82.4521 | 0 | 0 | 82.4521 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328296 | -170156 | -757070 | -436388 | -475980 | -757070 |
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{ "first_band": { "type": "wma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 20, "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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