Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608864.7322 | 593921.0973 | 14943.6349 | 148244.9729 | -612456.1544 | 760701.1273 |
Total P&L (%) | 608.8647 | 593.9211 | 14.9436 | 148.245 | -612.4562 | 760.7011 |
Avg Daily Profit (%) | 0.2924 | 0.2852 | 0.0072 | 0.0437 | 0 | 0.1034 |
Buy And Hold Return (%) | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 |
Max Trade Drawdown | -219806 | -179258 | -185010 | -4855804 | -4821522 | -1095816 |
Profit Factor | 1.302 | 1.5925 | 1.0147 | 1.0087 | 0.9375 | 1.105 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 234 | 121 | 113 | 234 | 121 | 113 |
Losing Trades | 254 | 123 | 131 | 254 | 123 | 131 |
Profitability (%) | 47.9508 | 49.5902 | 46.3115 | 47.9508 | 49.5902 | 46.3115 |
Ratio Avg Win / Avg Loss | 1.4132 | 1.6189 | 1.1764 | 1.0949 | 0.953 | 1.281 |
Largest Winning Trade | 123798 | 123798 | 48697 | 1212334 | 1018497 | 1212334 |
Largest Losing Trade | -56407 | -40615 | -56407 | -1873989 | -1873989 | -486402 |
Avg Bars in Trades | 50 | 62 | 39 | 50 | 62 | 39 |
Avg Bars in Winners | 58 | 67 | 49 | 58 | 67 | 49 |
Avg Bars in Losers | 43 | 57 | 30 | 43 | 57 | 30 |
Bars Traded | 24788 | 15262 | 9526 | 24788 | 15262 | 9526 |
Profit Streak | 0 | 0 | 12.7165 | 0 | 0 | 12.7165 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384351 | 443174 | -553433 | -352291 | -580216 | -159635 |
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{ "first_band": { "type": "wma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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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