Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290729.0098 | 320360.7831 | -29631.7733 | 1263084.4939 | 701321.9328 | 561762.5611 |
Total P&L (%) | 290.729 | 320.3608 | -29.6318 | 1263.0845 | 701.3219 | 561.7626 |
Avg Daily Profit (%) | 0.2059 | 0.2269 | -0.021 | 0.1852 | 0.1475 | 0.1339 |
Buy And Hold Return (%) | 58.0129 | 58.0129 | 58.0129 | 58.0129 | 58.0129 | 58.0129 |
Max Trade Drawdown | -309857 | -28377 | -313306 | -7459670 | -1894335 | -5712253 |
Profit Factor | 1.4626 | 3.0921 | 0.9377 | 1.1115 | 1.1866 | 1.0743 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 59 | 30 | 29 | 61 | 31 | 30 |
Losing Trades | 38 | 19 | 19 | 36 | 18 | 18 |
Profitability (%) | 60.8247 | 61.2245 | 60.4167 | 62.8866 | 63.2653 | 62.5 |
Ratio Avg Win / Avg Loss | 0.942 | 1.9583 | 0.6143 | 0.656 | 0.689 | 0.6446 |
Largest Winning Trade | 76007 | 74212 | 76007 | 2176150 | 863101 | 2176150 |
Largest Losing Trade | -164002 | -28377 | -164002 | -4867518 | -1401797 | -4867518 |
Avg Bars in Trades | 83 | 51 | 115 | 83 | 51 | 115 |
Avg Bars in Winners | 72 | 36 | 109 | 79 | 36 | 122 |
Avg Bars in Losers | 99 | 75 | 123 | 89 | 75 | 103 |
Bars Traded | 8054 | 2511 | 5543 | 8054 | 2511 | 5543 |
Profit Streak | 483.3504 | 483.3504 | 574.3504 | 483.3504 | 483.3504 | 729.1837 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317101 | 563819 | -577938 | -88261 | -9466 | -151181 |
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{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 231, "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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