Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551355.6884 | 317175.7183 | 234179.9701 | 1692057.6147 | 527657.6769 | 1164399.9378 |
Total P&L (%) | 551.3557 | 317.1757 | 234.18 | 1692.0576 | 527.6577 | 1164.3999 |
Avg Daily Profit (%) | 0.3038 | 0.1748 | 0.129 | 0.1591 | 0.1013 | 0.1399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120218 | -78179 | -51350 | -4959013 | -3457185 | -2135356 |
Profit Factor | 2.162 | 2.2185 | 2.0935 | 1.1669 | 1.0942 | 1.2568 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 56.4706 | 51.1628 | 61.9048 | 56.4706 | 51.1628 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.6666 | 2.1176 | 1.2883 | 0.8995 | 1.0444 | 0.7734 |
Largest Winning Trade | 122690 | 122690 | 69319 | 1324276 | 1324276 | 964500 |
Largest Losing Trade | -54690 | -25914 | -54690 | -2135356 | -1394204 | -2135356 |
Avg Bars in Trades | 79 | 44 | 115 | 79 | 44 | 115 |
Avg Bars in Winners | 96 | 48 | 136 | 96 | 48 | 136 |
Avg Bars in Losers | 57 | 39 | 81 | 57 | 39 | 81 |
Bars Traded | 6753 | 1903 | 4850 | 6753 | 1903 | 4850 |
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 | 507728 | 425834 | -16316 | -29852 | -174127 | -6134 |
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 71, "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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