Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604532.836 | 1506483.6006 | 98049.2354 | 1598329.6229 | -695212.3444 | 2293541.9673 |
Total P&L (%) | 1604.5328 | 1506.4836 | 98.0492 | 1598.3296 | -695.2123 | 2293.542 |
Avg Daily Profit (%) | 0.863 | 0.8103 | 0.0527 | 0.1524 | 0 | 0.1709 |
Buy And Hold Return (%) | 76.2991 | 76.2991 | 76.2991 | 76.2991 | 76.2991 | 76.2991 |
Max Trade Drawdown | -135241 | -106492 | -56100 | -5618456 | -4468084 | -1942981 |
Profit Factor | 4.3479 | 6.3107 | 1.5013 | 1.1184 | 0.919 | 1.4664 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 38.2022 | 31.1111 | 45.4545 | 38.2022 | 31.1111 | 45.4545 |
Ratio Avg Win / Avg Loss | 7.0334 | 13.9737 | 1.8015 | 1.8092 | 2.0349 | 1.7596 |
Largest Winning Trade | 1377155 | 1377155 | 62709 | 2212838 | 2212838 | 1880423 |
Largest Losing Trade | -31449 | -31449 | -29764 | -1212687 | -1212687 | -804468 |
Avg Bars in Trades | 80 | 73 | 87 | 80 | 73 | 87 |
Avg Bars in Winners | 138 | 142 | 135 | 138 | 142 | 135 |
Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
Bars Traded | 7155 | 3310 | 3845 | 7155 | 3310 | 3845 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582730 | 519245 | -198867 | -85910 | -585279 | 298502 |
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{ "first_band": { "type": "wma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 42, "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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