Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2781576.5769 | 2900554.6056 | -118978.0287 | -78344.7596 | 278112.622 | -356457.3816 |
Total P&L (%) | 2781.5766 | 2900.5546 | -118.978 | -78.3448 | 278.1126 | -356.4574 |
Avg Daily Profit (%) | 1.2501 | 1.3036 | -0.0535 | -0.0687 | 0.0598 | 0 |
Buy And Hold Return (%) | 279.8361 | 279.8361 | 279.8361 | 279.8361 | 279.8361 | 279.8361 |
Max Trade Drawdown | -365533 | -213658 | -245429 | -1343698 | -855280 | -493948 |
Profit Factor | 4.3551 | 7.2365 | 0.6731 | 0.956 | 1.2583 | 0.4928 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 49.5327 | 45.283 | 53.7037 | 49.5327 | 45.283 | 53.7037 |
Ratio Avg Win / Avg Loss | 4.4373 | 8.7441 | 0.5803 | 0.974 | 1.5205 | 0.4248 |
Largest Winning Trade | 3045833 | 3045833 | 30350 | 1165244 | 1165244 | 147681 |
Largest Losing Trade | -56904 | -56904 | -50706 | -411576 | -411576 | -323546 |
Avg Bars in Trades | 79 | 120 | 40 | 79 | 120 | 40 |
Avg Bars in Winners | 69 | 95 | 47 | 69 | 95 | 47 |
Avg Bars in Losers | 90 | 140 | 32 | 90 | 140 | 32 |
Bars Traded | 8554 | 6369 | 2185 | 8554 | 6369 | 2185 |
Profit Streak | 78.3279 | 78.3279 | 80.3279 | 78.3279 | 78.3279 | 80.3279 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 804638 | -159200 | -759390 | -579305 | -459250 | -759390 |
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{ "first_band": { "type": "wma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "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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