Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336684.2517 | 239199.8869 | 97484.3649 | 35286.9835 | 28999.3947 | 6287.5888 |
Total P&L (%) | 336.6843 | 239.1999 | 97.4844 | 35.287 | 28.9994 | 6.2876 |
Avg Daily Profit (%) | 0.2098 | 0.1491 | 0.0608 | 0.0188 | 0.0159 | 0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180497 | -128857 | -60991 | -210321 | -139043 | -92868 |
Profit Factor | 1.7095 | 1.9875 | 1.4197 | 1.0596 | 1.104 | 1.0201 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 50.5882 | 51.1628 | 50 | 50.5882 | 51.1628 | 50 |
Ratio Avg Win / Avg Loss | 1.6697 | 1.8971 | 1.4197 | 1.035 | 1.0538 | 1.0201 |
Largest Winning Trade | 338527 | 338527 | 61705 | 155710 | 155710 | 91169 |
Largest Losing Trade | -44478 | -44478 | -41312 | -64550 | -64550 | -54456 |
Avg Bars in Trades | 71 | 80 | 62 | 71 | 80 | 62 |
Avg Bars in Winners | 90 | 86 | 94 | 90 | 86 | 94 |
Avg Bars in Losers | 52 | 73 | 30 | 52 | 73 | 30 |
Bars Traded | 6078 | 3451 | 2626 | 6078 | 3451 | 2626 |
Profit Streak | 18.8374 | 19.8374 | 0 | 18.8374 | 19.8374 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425111 | 378079 | -110938 | -324420 | -280178 | -551916 |
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 100, "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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