Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74697.3703 | 35782.1836 | 38915.1867 | 82770.3887 | 38309.6367 | 44460.752 |
Total P&L (%) | 74.6974 | 35.7822 | 38.9152 | 82.7704 | 38.3096 | 44.4608 |
Avg Daily Profit (%) | 0.1627 | 0.0779 | 0.0848 | 0.1314 | 0.0707 | 0.0802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38916 | -20068 | -24382 | -49110 | -26418 | -29420 |
Profit Factor | 1.6171 | 1.6668 | 1.5775 | 1.6159 | 1.6249 | 1.6083 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 75.9615 | 73.0769 | 78.8462 | 75.9615 | 73.0769 | 78.8462 |
Ratio Avg Win / Avg Loss | 0.5117 | 0.6141 | 0.4232 | 0.5114 | 0.5986 | 0.4315 |
Largest Winning Trade | 31528 | 15734 | 31528 | 36543 | 23987 | 36543 |
Largest Losing Trade | -18886 | -14314 | -18886 | -22475 | -20024 | -22475 |
Avg Bars in Trades | 98 | 87 | 110 | 98 | 87 | 110 |
Avg Bars in Winners | 63 | 56 | 71 | 63 | 56 | 71 |
Avg Bars in Losers | 208 | 171 | 255 | 208 | 171 | 255 |
Bars Traded | 10256 | 4533 | 5723 | 10256 | 4533 | 5723 |
Profit Streak | 636.0456 | 636.0456 | 667.879 | 636.0456 | 636.0456 | 667.879 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436987 | -267596 | -257672 | -12707 | -277147 | -263174 |
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{ "first_band": { "type": "wma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 239, "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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