Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134869.1061 | 1139511.0868 | -4641.9807 | 193221.041 | 443594.3504 | -250373.3095 |
Total P&L (%) | 1134.8691 | 1139.5111 | -4.642 | 193.221 | 443.5944 | -250.3733 |
Avg Daily Profit (%) | 0.6146 | 0.6171 | -0.0025 | 0.0583 | 0.0917 | 0 |
Buy And Hold Return (%) | 101.8519 | 101.8519 | 101.8519 | 101.8519 | 101.8519 | 101.8519 |
Max Trade Drawdown | -223694 | -119772 | -135399 | -3427322 | -1735610 | -2092973 |
Profit Factor | 2.3418 | 3.9009 | 0.9898 | 1.0223 | 1.1074 | 0.9449 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 36.5079 | 34.9206 | 38.0952 | 36.5079 | 34.9206 | 38.0952 |
Ratio Avg Win / Avg Loss | 4.0727 | 7.2699 | 1.6083 | 1.7779 | 2.0638 | 1.5354 |
Largest Winning Trade | 877570 | 877570 | 62528 | 1404523 | 1404523 | 669052 |
Largest Losing Trade | -57631 | -31653 | -57631 | -963026 | -510386 | -963026 |
Avg Bars in Trades | 56 | 62 | 51 | 56 | 62 | 51 |
Avg Bars in Winners | 98 | 111 | 85 | 98 | 111 | 85 |
Avg Bars in Losers | 33 | 36 | 29 | 33 | 36 | 29 |
Bars Traded | 7166 | 3950 | 3216 | 7166 | 3950 | 3216 |
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 | 400626 | -134230 | -729587 | -322497 | -326483 | -729587 |
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{ "first_band": { "type": "wma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 65, "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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