Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506905.6758 | 264587.7556 | 242317.9202 | 988617.6039 | 114050.6374 | 874566.9665 |
Total P&L (%) | 506.9057 | 264.5878 | 242.3179 | 988.6176 | 114.0506 | 874.567 |
Avg Daily Profit (%) | 0.2794 | 0.1458 | 0.1335 | 0.1317 | 0.042 | 0.1256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89410 | -100737 | -63956 | -1992238 | -1529344 | -897908 |
Profit Factor | 1.62 | 1.6033 | 1.6393 | 1.1242 | 1.0273 | 1.2313 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 50.8108 | 48.3871 | 53.2609 | 50.8108 | 48.3871 | 53.2609 |
Ratio Avg Win / Avg Loss | 1.5683 | 1.7102 | 1.4385 | 1.0883 | 1.0958 | 1.0805 |
Largest Winning Trade | 95478 | 95478 | 61856 | 1180468 | 1180468 | 801539 |
Largest Losing Trade | -55457 | -26148 | -55457 | -554386 | -386609 | -554386 |
Avg Bars in Trades | 115 | 82 | 148 | 115 | 82 | 148 |
Avg Bars in Winners | 146 | 89 | 198 | 146 | 89 | 198 |
Avg Bars in Losers | 83 | 76 | 91 | 83 | 76 | 91 |
Bars Traded | 21330 | 7693 | 13637 | 21330 | 7693 | 13637 |
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 | 462843 | 133942 | -12639 | -99665 | -328301 | -25201 |
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{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 66, "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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