Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1516547.1437 | 1421263.6688 | 95283.4749 | 2628088.5856 | 500528.2708 | 2127560.3147 |
Total P&L (%) | 1516.5471 | 1421.2637 | 95.2835 | 2628.0886 | 500.5283 | 2127.5603 |
Avg Daily Profit (%) | 0.8017 | 0.7513 | 0.0504 | 0.1749 | 0.0948 | 0.1642 |
Buy And Hold Return (%) | 139.5763 | 139.5763 | 139.5763 | 139.5763 | 139.5763 | 139.5763 |
Max Trade Drawdown | -127562 | -164691 | -24754 | -6598126 | -7777911 | -1213096 |
Profit Factor | 3.9377 | 4.4857 | 1.8782 | 1.1326 | 1.0324 | 1.4884 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 54 | 20 | 34 | 54 | 20 | 34 |
Losing Trades | 53 | 33 | 20 | 53 | 33 | 20 |
Profitability (%) | 50.4673 | 37.7358 | 62.963 | 50.4673 | 37.7358 | 62.963 |
Ratio Avg Win / Avg Loss | 3.8648 | 7.4014 | 1.1048 | 1.1116 | 1.7034 | 0.8755 |
Largest Winning Trade | 1075357 | 1075357 | 21226 | 5940202 | 5940202 | 1206387 |
Largest Losing Trade | -39735 | -39735 | -12775 | -2277153 | -2277153 | -758883 |
Avg Bars in Trades | 51 | 94 | 9 | 51 | 94 | 9 |
Avg Bars in Winners | 65 | 156 | 11 | 65 | 156 | 11 |
Avg Bars in Losers | 38 | 57 | 6 | 38 | 57 | 6 |
Bars Traded | 5534 | 5015 | 519 | 5534 | 5015 | 519 |
Profit Streak | 0 | 111.9386 | 0 | 0 | 111.9386 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 739025 | -164094 | -467067 | -66482 | -436633 | -170797 |
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{ "first_band": { "type": "wma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "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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