Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360947.9744 | 308702.2651 | 52245.7093 | 13559.9061 | 121223.9231 | -107664.017 |
Total P&L (%) | 360.948 | 308.7023 | 52.2457 | 13.5599 | 121.2239 | -107.664 |
Avg Daily Profit (%) | 0.3528 | 0.3018 | 0.0511 | 0.0124 | 0.0776 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272040 | -166704 | -125616 | -403981 | -230336 | -194610 |
Profit Factor | 1.442 | 1.666 | 1.1479 | 1.0159 | 1.2653 | 0.7294 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 44.7236 | 39.3939 | 50 | 44.7236 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 1.7822 | 2.5631 | 1.1479 | 1.2556 | 1.9466 | 0.7294 |
Largest Winning Trade | 286433 | 286433 | 42506 | 277756 | 277756 | 42518 |
Largest Losing Trade | -30672 | -26592 | -30672 | -67901 | -67901 | -56328 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 38 | 45 | 32 | 38 | 45 | 32 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 6023 | 3398 | 2625 | 6023 | 3398 | 2625 |
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 | 359274 | 260344 | -183713 | -435343 | -92711 | -580787 |
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{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 54, "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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