Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212033.8673 | 122774.4742 | 89259.3931 | 482648.3722 | 262913.9498 | 219734.4224 |
Total P&L (%) | 212.0339 | 122.7745 | 89.2594 | 482.6484 | 262.914 | 219.7344 |
Avg Daily Profit (%) | 0.531 | 0.3075 | 0.2235 | 0.4423 | 0.3233 | 0.2915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17761 | -26011 | -17905 | -105734 | -125512 | -105240 |
Profit Factor | 2.328 | 2.6029 | 2.0745 | 1.8705 | 2.0008 | 1.7531 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 48.9362 | 53.1915 | 44.6809 | 48.9362 | 53.1915 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.4292 | 2.2905 | 2.5685 | 1.9518 | 1.7607 | 2.1705 |
Largest Winning Trade | 45845 | 45845 | 29633 | 103177 | 103177 | 86672 |
Largest Losing Trade | -12265 | -11405 | -12265 | -71747 | -55251 | -71747 |
Avg Bars in Trades | 197 | 185 | 210 | 197 | 185 | 210 |
Avg Bars in Winners | 294 | 253 | 343 | 294 | 253 | 343 |
Avg Bars in Losers | 104 | 107 | 102 | 104 | 107 | 102 |
Bars Traded | 18583 | 8701 | 9882 | 18583 | 8701 | 9882 |
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 | 495564 | 469567 | 317674 | 436498 | 432620 | 316257 |
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{ "first_band": { "type": "wma", "factors": { "length": 139, "offset": 166 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 139, "offset": 166 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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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