Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082464.2945 | 1052739.9894 | 29724.3051 | 18635401.8194 | 19408400.9958 | -772999.1764 |
Total P&L (%) | 1082.4643 | 1052.74 | 29.7243 | 18635.4018 | 19408.401 | -772.9992 |
Avg Daily Profit (%) | 0.5795 | 0.5636 | 0.0159 | 0.2806 | 0.2827 | 0 |
Buy And Hold Return (%) | 7034.71 | 7034.71 | 7034.71 | 7034.71 | 7034.71 | 7034.71 |
Max Trade Drawdown | -131890 | -64198 | -133471 | -4663968 | -2487911 | -5472906 |
Profit Factor | 2.9204 | 5.0506 | 1.0979 | 1.7994 | 2.9156 | 0.9414 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 55.9322 | 61.0169 | 50.8475 | 55.9322 | 61.0169 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.3009 | 3.2268 | 1.0613 | 1.4177 | 1.8628 | 0.91 |
Largest Winning Trade | 457683 | 457683 | 55985 | 5616187 | 5616187 | 4405589 |
Largest Losing Trade | -45091 | -45091 | -41216 | -2694951 | -2487911 | -2694951 |
Avg Bars in Trades | 88 | 88 | 88 | 88 | 88 | 88 |
Avg Bars in Winners | 101 | 100 | 102 | 101 | 100 | 102 |
Avg Bars in Losers | 71 | 68 | 72 | 71 | 68 | 72 |
Bars Traded | 10412 | 5214 | 5198 | 10412 | 5214 | 5198 |
Profit Streak | 0 | 229.8686 | 0 | 0 | 229.8686 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147837 | -321079 | -626822 | 312745 | -163292 | -757348 |
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{ "first_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 100, "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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