Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377509.1084 | 306403.1046 | 71106.0038 | 108199.7119 | -56062.452 | 164262.1639 |
Total P&L (%) | 377.5091 | 306.4031 | 71.106 | 108.1997 | -56.0625 | 164.2622 |
Avg Daily Profit (%) | 0.1742 | 0.1414 | 0.0328 | 0.0338 | -0.0379 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166821 | -97011 | -108121 | -1167445 | -844170 | -794222 |
Profit Factor | 1.5087 | 1.8782 | 1.1808 | 1.0248 | 0.9734 | 1.0729 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 49.2188 | 45.3125 | 53.125 | 49.2188 | 45.3125 | 53.125 |
Ratio Avg Win / Avg Loss | 1.5565 | 2.2668 | 1.0419 | 1.0574 | 1.1748 | 0.9467 |
Largest Winning Trade | 199109 | 199109 | 55297 | 579651 | 579651 | 236211 |
Largest Losing Trade | -52134 | -31788 | -52134 | -438962 | -276194 | -438962 |
Avg Bars in Trades | 64 | 44 | 84 | 64 | 44 | 84 |
Avg Bars in Winners | 60 | 48 | 71 | 60 | 48 | 71 |
Avg Bars in Losers | 67 | 40 | 100 | 67 | 40 | 100 |
Bars Traded | 8245 | 2817 | 5428 | 8245 | 2817 | 5428 |
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 | 356624 | -141995 | -309466 | -340868 | -720392 | -413807 |
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "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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