Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760957.9885 | 693113.633 | 67844.3555 | 1366827.0358 | 794947.0471 | 571879.9887 |
Total P&L (%) | 760.958 | 693.1136 | 67.8444 | 1366.827 | 794.947 | 571.88 |
Avg Daily Profit (%) | 0.3045 | 0.2773 | 0.0271 | 0.1075 | 0.0877 | 0.0763 |
Buy And Hold Return (%) | 274.2429 | 274.2429 | 274.2429 | 274.2429 | 274.2429 | 274.2429 |
Max Trade Drawdown | -106282 | -68943 | -93498 | -1461099 | -956062 | -653097 |
Profit Factor | 1.8099 | 2.298 | 1.1673 | 1.185 | 1.1821 | 1.1893 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Profitability (%) | 47.8448 | 45.6897 | 50 | 47.8448 | 45.6897 | 50 |
Ratio Avg Win / Avg Loss | 1.9729 | 2.7316 | 1.1673 | 1.2918 | 1.4051 | 1.1893 |
Largest Winning Trade | 363367 | 363367 | 30414 | 600942 | 600942 | 401864 |
Largest Losing Trade | -36257 | -29815 | -36257 | -744948 | -744948 | -425968 |
Avg Bars in Trades | 63 | 77 | 49 | 63 | 77 | 49 |
Avg Bars in Winners | 75 | 93 | 58 | 75 | 93 | 58 |
Avg Bars in Losers | 52 | 63 | 39 | 52 | 63 | 39 |
Bars Traded | 14718 | 8995 | 5723 | 14718 | 8995 | 5723 |
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 | 339432 | 274346 | -359182 | -66993 | -100756 | -109621 |
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{ "first_band": { "type": "wma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "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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