Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617907.6425 | 578579.9771 | 39327.6653 | 757114.7482 | 707708.7416 | 49406.0066 |
Total P&L (%) | 617.9076 | 578.58 | 39.3277 | 757.1147 | 707.7087 | 49.406 |
Avg Daily Profit (%) | 0.3362 | 0.3148 | 0.0214 | 0.117 | 0.1137 | 0.0218 |
Buy And Hold Return (%) | 147.4398 | 147.4398 | 147.4398 | 147.4398 | 147.4398 | 147.4398 |
Max Trade Drawdown | -108094 | -87113 | -65655 | -591916 | -283966 | -326443 |
Profit Factor | 2.3138 | 3.6257 | 1.1573 | 1.3587 | 1.6601 | 1.0476 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.1013 | 47.5 | 48.7179 | 48.1013 | 47.5 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.4964 | 4.0074 | 1.2182 | 1.466 | 1.8349 | 1.1027 |
Largest Winning Trade | 422048 | 422048 | 44586 | 380022 | 366577 | 380022 |
Largest Losing Trade | -45037 | -45037 | -30160 | -267220 | -267220 | -258415 |
Avg Bars in Trades | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Winners | 93 | 87 | 98 | 93 | 87 | 98 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 5246 | 2494 | 2752 | 5246 | 2494 | 2752 |
Profit Streak | 83.337 | 98.337 | 0 | 83.337 | 98.337 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19903 | 472760 | -378010 | -68706 | -39511 | -498135 |
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 32, "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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