Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966565.2397 | 944367.3896 | 22197.85 | 581074.9555 | 364496.9525 | 216578.0031 |
Total P&L (%) | 966.5652 | 944.3674 | 22.1979 | 581.075 | 364.497 | 216.578 |
Avg Daily Profit (%) | 0.3857 | 0.3768 | 0.0089 | 0.0766 | 0.0613 | 0.046 |
Buy And Hold Return (%) | 366.4824 | 366.4824 | 366.4824 | 366.4824 | 366.4824 | 366.4824 |
Max Trade Drawdown | -99333 | -97380 | -34050 | -1775946 | -1608501 | -454754 |
Profit Factor | 3.0582 | 4.1005 | 1.1345 | 1.1196 | 1.1066 | 1.1506 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 45.0549 | 46.6667 | 43.4783 | 45.0549 | 46.6667 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.7295 | 4.6863 | 1.4748 | 1.3654 | 1.2647 | 1.4957 |
Largest Winning Trade | 863856 | 863856 | 32748 | 1228914 | 1228914 | 378552 |
Largest Losing Trade | -37454 | -37454 | -21129 | -886713 | -886713 | -278297 |
Avg Bars in Trades | 99 | 177 | 23 | 99 | 177 | 23 |
Avg Bars in Winners | 143 | 256 | 25 | 143 | 256 | 25 |
Avg Bars in Losers | 63 | 108 | 22 | 63 | 108 | 22 |
Bars Traded | 9084 | 8004 | 1080 | 9084 | 8004 | 1080 |
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 | 372713 | 430800 | -421540 | -190570 | -381355 | -354365 |
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{ "first_band": { "type": "wma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 54, "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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