Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345565.9474 | 363967.5915 | -18401.6441 | 4539.1435 | 329759.116 | -325219.9725 |
Total P&L (%) | 345.5659 | 363.9676 | -18.4016 | 4.5391 | 329.7591 | -325.22 |
Avg Daily Profit (%) | 0.2447 | 0.2578 | -0.013 | 0.0031 | 0.1033 | 0 |
Buy And Hold Return (%) | 46.6236 | 46.6236 | 46.6236 | 46.6236 | 46.6236 | 46.6236 |
Max Trade Drawdown | -102716 | -57861 | -123224 | -522280 | -266837 | -575833 |
Profit Factor | 1.6111 | 3.0021 | 0.952 | 1.0026 | 1.633 | 0.7315 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 61.6438 | 62.1622 | 61.1111 | 61.6438 | 62.1622 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.0025 | 1.8274 | 0.6058 | 0.6239 | 0.994 | 0.4655 |
Largest Winning Trade | 72585 | 72585 | 64332 | 226872 | 127235 | 226872 |
Largest Losing Trade | -74323 | -30285 | -74323 | -366380 | -136460 | -366380 |
Avg Bars in Trades | 73 | 48 | 98 | 73 | 48 | 98 |
Avg Bars in Winners | 73 | 52 | 94 | 73 | 52 | 94 |
Avg Bars in Losers | 73 | 42 | 105 | 73 | 42 | 105 |
Bars Traded | 5369 | 1808 | 3561 | 5369 | 1808 | 3561 |
Profit Streak | 0 | 0 | 493.6861 | 0 | 0 | 493.6861 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64548 | 555513 | -578755 | -648194 | -53156 | -578755 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 109, "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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