Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651979.5032 | 569628.5754 | 82350.9278 | 2881598.0256 | 5174398.9172 | -2292800.8916 |
Total P&L (%) | 651.9795 | 569.6286 | 82.3509 | 2881.598 | 5174.3989 | -2292.8009 |
Avg Daily Profit (%) | 0.2608 | 0.2278 | 0.0329 | 0.1359 | 0.1587 | 0 |
Buy And Hold Return (%) | 826.9072 | 826.9072 | 826.9072 | 826.9072 | 826.9072 | 826.9072 |
Max Trade Drawdown | -72279 | -69479 | -80113 | -2936412 | -766741 | -3577113 |
Profit Factor | 2.447 | 4.8019 | 1.2738 | 1.4324 | 4.3419 | 0.5518 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 59.5506 | 63.6364 | 55.5556 | 59.5506 | 63.6364 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6621 | 2.7439 | 1.0191 | 0.973 | 2.4811 | 0.4414 |
Largest Winning Trade | 163528 | 163528 | 42839 | 2965307 | 2965307 | 455680 |
Largest Losing Trade | -66218 | -51858 | -66218 | -2936412 | -362878 | -2936412 |
Avg Bars in Trades | 78 | 92 | 65 | 78 | 92 | 65 |
Avg Bars in Winners | 87 | 79 | 95 | 87 | 79 | 95 |
Avg Bars in Losers | 66 | 115 | 26 | 66 | 115 | 26 |
Bars Traded | 7020 | 4089 | 2931 | 7020 | 4089 | 2931 |
Profit Streak | 66.8704 | 133.537 | 66.8704 | 66.8704 | 133.537 | 66.8704 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150111 | -147066 | -313400 | -12229 | 622379 | -579433 |
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 209, "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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