Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669713.3699 | 594107.6949 | 75605.675 | 3193274.3303 | 6810031.3896 | -3616757.0593 |
Total P&L (%) | 669.7134 | 594.1077 | 75.6057 | 3193.2743 | 6810.0314 | -3616.7571 |
Avg Daily Profit (%) | 0.2678 | 0.2376 | 0.0302 | 0.1398 | 0.1695 | 0 |
Buy And Hold Return (%) | 871.6539 | 871.6539 | 871.6539 | 871.6539 | 871.6539 | 871.6539 |
Max Trade Drawdown | -84487 | -60625 | -107838 | -3775999 | -623802 | -4041327 |
Profit Factor | 2.5018 | 4.7098 | 1.2645 | 1.3933 | 5.311 | 0.4469 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 64.1026 | 66.6667 | 61.5385 | 64.1026 | 66.6667 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.401 | 2.3549 | 0.7903 | 0.7803 | 2.6555 | 0.2793 |
Largest Winning Trade | 159469 | 159469 | 47961 | 3610929 | 3610929 | 368632 |
Largest Losing Trade | -68010 | -47666 | -68010 | -3596977 | -463328 | -3596977 |
Avg Bars in Trades | 88 | 102 | 74 | 88 | 102 | 74 |
Avg Bars in Winners | 98 | 99 | 97 | 98 | 99 | 97 |
Avg Bars in Losers | 69 | 108 | 35 | 69 | 108 | 35 |
Bars Traded | 6882 | 3994 | 2888 | 6882 | 3994 | 2888 |
Profit Streak | 60.3789 | 124.0456 | 0 | 60.3789 | 124.0456 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189614 | -146696 | -318555 | -45583 | 681841 | -579261 |
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{ "first_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 244, "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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