Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418262.8909 | 401495.927 | 16766.9639 | -89793.503 | 138663.7816 | -228457.2846 |
Total P&L (%) | 418.2629 | 401.4959 | 16.767 | -89.7935 | 138.6638 | -228.4573 |
Avg Daily Profit (%) | 0.2151 | 0.2065 | 0.0086 | -0.1173 | 0.0448 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163231 | -135281 | -165273 | -199454 | -44973 | -242563 |
Profit Factor | 1.2641 | 1.5171 | 1.0208 | 0.8603 | 1.6784 | 0.4787 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 193 | 82 | 111 | 193 | 82 | 111 |
Losing Trades | 214 | 122 | 92 | 214 | 122 | 92 |
Profitability (%) | 47.4201 | 40.1961 | 54.6798 | 47.4201 | 40.1961 | 54.6798 |
Ratio Avg Win / Avg Loss | 1.4016 | 2.2572 | 0.846 | 0.9539 | 2.4971 | 0.3968 |
Largest Winning Trade | 124985 | 124985 | 44281 | 40780 | 40780 | 13782 |
Largest Losing Trade | -96885 | -26934 | -96885 | -162233 | -15842 | -162233 |
Avg Bars in Trades | 56 | 44 | 69 | 56 | 44 | 69 |
Avg Bars in Winners | 70 | 48 | 87 | 70 | 48 | 87 |
Avg Bars in Losers | 43 | 41 | 46 | 43 | 41 | 46 |
Bars Traded | 23065 | 9040 | 14025 | 23065 | 9040 | 14025 |
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 | 314596 | 248330 | -388589 | -579653 | -133260 | -579664 |
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 61, "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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