Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394204.0466 | 71549.3446 | 322654.702 | 1469998.6376 | 340906.0996 | 1129092.5381 |
Total P&L (%) | 394.204 | 71.5493 | 322.6547 | 1469.9986 | 340.9061 | 1129.0925 |
Avg Daily Profit (%) | 0.2568 | 0.0466 | 0.2102 | 0.1796 | 0.0967 | 0.1636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70482 | -48420 | -54912 | -1741847 | -570604 | -1546561 |
Profit Factor | 2.5368 | 1.4981 | 3.8584 | 1.4193 | 1.24 | 1.5415 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 55.8824 | 47.0588 | 64.7059 | 55.8824 | 47.0588 | 64.7059 |
Ratio Avg Win / Avg Loss | 2.0027 | 1.6854 | 2.1046 | 1.1205 | 1.3949 | 0.8408 |
Largest Winning Trade | 88035 | 88035 | 40764 | 515041 | 515041 | 507487 |
Largest Losing Trade | -46341 | -23451 | -46341 | -1311673 | -321204 | -1311673 |
Avg Bars in Trades | 41 | 26 | 57 | 41 | 26 | 57 |
Avg Bars in Winners | 44 | 30 | 54 | 44 | 30 | 54 |
Avg Bars in Losers | 38 | 23 | 61 | 38 | 23 | 61 |
Bars Traded | 2852 | 911 | 1941 | 2852 | 911 | 1941 |
Profit Streak | 52.2324 | 0 | 85.2324 | 52.2324 | 0 | 85.2324 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99231 | -129134 | 630584 | -103498 | -65036 | 376903 |
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 204, "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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