Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029357.7976 | 836423.4941 | 192934.3035 | 10279143.6929 | 6785579.6853 | 3493564.0077 |
Total P&L (%) | 1029.3578 | 836.4235 | 192.9343 | 10279.1437 | 6785.5797 | 3493.564 |
Avg Daily Profit (%) | 0.4114 | 0.3343 | 0.0771 | 0.1857 | 0.1693 | 0.1433 |
Buy And Hold Return (%) | 349.5756 | 349.5756 | 349.5756 | 349.5756 | 349.5756 | 349.5756 |
Max Trade Drawdown | -77689 | -85652 | -77689 | -1047871 | -1047871 | -974544 |
Profit Factor | 3.4676 | 5.2619 | 1.8735 | 3.4167 | 3.9148 | 2.8144 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 72.6027 | 72.2222 | 72.973 | 72.6027 | 72.2222 | 72.973 |
Ratio Avg Win / Avg Loss | 1.3085 | 2.0238 | 0.6939 | 1.2893 | 1.5057 | 1.0424 |
Largest Winning Trade | 404177 | 404177 | 49452 | 3636898 | 3636898 | 1196790 |
Largest Losing Trade | -77689 | -37244 | -77689 | -1047871 | -1047871 | -925159 |
Avg Bars in Trades | 64 | 80 | 49 | 64 | 80 | 49 |
Avg Bars in Winners | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Losers | 68 | 121 | 14 | 68 | 121 | 14 |
Bars Traded | 4738 | 2900 | 1838 | 4738 | 2900 | 1838 |
Profit Streak | 140.8034 | 140.8034 | 324.8034 | 140.8034 | 140.8034 | 324.8034 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59449 | 602687 | -250640 | -58316 | 670105 | 260264 |
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{ "first_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "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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