Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012138.8008 | 1000760.471 | 11378.3299 | 226386.7277 | 176007.6537 | 50379.074 |
Total P&L (%) | 1012.1388 | 1000.7605 | 11.3783 | 226.3867 | 176.0077 | 50.3791 |
Avg Daily Profit (%) | 0.5508 | 0.5446 | 0.0062 | 0.0644 | 0.0553 | 0.0222 |
Buy And Hold Return (%) | 94.5408 | 94.5408 | 94.5408 | 94.5408 | 94.5408 | 94.5408 |
Max Trade Drawdown | -219665 | -191566 | -78003 | -996518 | -885800 | -331748 |
Profit Factor | 3.3799 | 5.0345 | 1.0642 | 1.1426 | 1.1728 | 1.0886 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 37.6812 | 31.4286 | 44.1176 | 37.6812 | 31.4286 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.5899 | 10.9844 | 1.348 | 1.8897 | 2.5588 | 1.3788 |
Largest Winning Trade | 1041020 | 1041020 | 50468 | 873578 | 873578 | 197500 |
Largest Losing Trade | -30734 | -30734 | -26931 | -309147 | -309147 | -223574 |
Avg Bars in Trades | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Winners | 84 | 103 | 71 | 84 | 103 | 71 |
Avg Bars in Losers | 30 | 29 | 33 | 30 | 29 | 33 |
Bars Traded | 3537 | 1842 | 1695 | 3537 | 1842 | 1695 |
Profit Streak | 80.994 | 443.994 | 0 | 80.994 | 443.994 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93010 | 464756 | -502540 | -284265 | -162177 | -454392 |
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{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "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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