Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027434.6243 | 787006.3477 | 240428.2767 | 101268388.0141 | 80132932.8955 | 21135455.1186 |
Total P&L (%) | 1027.4346 | 787.0063 | 240.4283 | 101268.388 | 80132.9329 | 21135.4551 |
Avg Daily Profit (%) | 0.4109 | 0.3147 | 0.0962 | 0.2772 | 0.2678 | 0.2145 |
Buy And Hold Return (%) | 854.5216 | 854.5216 | 854.5216 | 854.5216 | 854.5216 | 854.5216 |
Max Trade Drawdown | -90971 | -80633 | -25750 | -11257664 | -7547322 | -9279117 |
Profit Factor | 4.3017 | 5.0021 | 3.0991 | 4.0594 | 5.4376 | 2.405 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 63.3803 | 65.7143 | 61.1111 | 63.3803 | 65.7143 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.4854 | 2.6098 | 1.9722 | 2.3454 | 2.837 | 1.5305 |
Largest Winning Trade | 188944 | 188944 | 50972 | 32639021 | 32639021 | 16956960 |
Largest Losing Trade | -49677 | -49677 | -18538 | -7225009 | -4477420 | -7225009 |
Avg Bars in Trades | 64 | 78 | 51 | 64 | 78 | 51 |
Avg Bars in Winners | 74 | 73 | 76 | 74 | 73 | 76 |
Avg Bars in Losers | 46 | 87 | 11 | 46 | 87 | 11 |
Bars Traded | 4581 | 2740 | 1841 | 4581 | 2740 | 1841 |
Profit Streak | 97.0877 | 134.0877 | 97.0877 | 97.0877 | 134.0877 | 97.0877 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174007 | -146366 | -222462 | -72504 | 695857 | 530695 |
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 129, "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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