Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668181.7804 | 592301.8238 | 75879.9566 | 3208232.0615 | 6936866.51 | -3728634.4486 |
Total P&L (%) | 668.1818 | 592.3018 | 75.88 | 3208.2321 | 6936.8665 | -3728.6344 |
Avg Daily Profit (%) | 0.2672 | 0.2369 | 0.0303 | 0.14 | 0.1703 | 0 |
Buy And Hold Return (%) | 814.3985 | 814.3985 | 814.3985 | 814.3985 | 814.3985 | 814.3985 |
Max Trade Drawdown | -84487 | -62285 | -107838 | -3930759 | -616185 | -4149954 |
Profit Factor | 2.5096 | 4.7648 | 1.266 | 1.3919 | 5.5545 | 0.4405 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 65.3846 | 69.2308 | 61.5385 | 65.3846 | 69.2308 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.3286 | 2.1177 | 0.7912 | 0.7369 | 2.4687 | 0.2753 |
Largest Winning Trade | 159469 | 159469 | 47961 | 3758924 | 3758924 | 345916 |
Largest Losing Trade | -68010 | -47218 | -68010 | -3744400 | -464601 | -3744400 |
Avg Bars in Trades | 88 | 102 | 74 | 88 | 102 | 74 |
Avg Bars in Winners | 96 | 95 | 98 | 96 | 95 | 98 |
Avg Bars in Losers | 72 | 117 | 35 | 72 | 117 | 35 |
Bars Traded | 6882 | 3993 | 2889 | 6882 | 3993 | 2889 |
Profit Streak | 52.5378 | 116.2045 | 0 | 52.5378 | 116.2045 | 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 | -189435 | -146330 | -318394 | -44910 | 700445 | -579261 |
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{ "first_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 245, "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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