Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819918.6827 | 670800.88 | 149117.8027 | 14095185.259 | 14852174.1679 | -756988.9089 |
Total P&L (%) | 819.9187 | 670.8009 | 149.1178 | 14095.1853 | 14852.1742 | -756.9889 |
Avg Daily Profit (%) | 0.4446 | 0.3637 | 0.0809 | 0.2691 | 0.2719 | 0 |
Buy And Hold Return (%) | 422.422 | 422.422 | 422.422 | 422.422 | 422.422 | 422.422 |
Max Trade Drawdown | -85127 | -65896 | -86943 | -23065564 | -12178304 | -15868811 |
Profit Factor | 1.7584 | 2.2928 | 1.2652 | 1.1391 | 1.2886 | 0.9848 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Losing Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Profitability (%) | 48.8673 | 48.7013 | 49.0323 | 48.8673 | 48.7013 | 49.0323 |
Ratio Avg Win / Avg Loss | 1.8399 | 2.4151 | 1.3152 | 1.1919 | 1.3573 | 1.0237 |
Largest Winning Trade | 114614 | 114614 | 58258 | 9585300 | 9585300 | 6322247 |
Largest Losing Trade | -33996 | -33996 | -31891 | -6333299 | -5492753 | -6333299 |
Avg Bars in Trades | 71 | 65 | 76 | 71 | 65 | 76 |
Avg Bars in Winners | 83 | 69 | 96 | 83 | 69 | 96 |
Avg Bars in Losers | 59 | 61 | 56 | 59 | 61 | 56 |
Bars Traded | 21977 | 10137 | 11840 | 21977 | 10137 | 11840 |
Profit Streak | 1.6936 | 0 | 3.4436 | 1.6936 | 0 | 3.4436 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 180309 | 140872 | -251757 | -60018 | 302851 | -579963 |
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 71, "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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