Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404501.4921 | 202838.5412 | 201662.9509 | -675022.2051 | -45096.1992 | -629926.0059 |
Total P&L (%) | 404.5015 | 202.8385 | 201.663 | -675.0222 | -45.0962 | -629.926 |
Avg Daily Profit (%) | 0.2508 | 0.1258 | 0.125 | 0 | -0.0372 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170560 | -83136 | -165389 | -1248159 | -377722 | -1130818 |
Profit Factor | 1.4839 | 1.5586 | 1.4265 | 0.8242 | 0.9699 | 0.7312 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 134 | 65 | 69 | 112 | 57 | 55 |
Losing Trades | 83 | 43 | 40 | 105 | 51 | 54 |
Profitability (%) | 61.7512 | 60.1852 | 63.3028 | 51.6129 | 52.7778 | 50.4587 |
Ratio Avg Win / Avg Loss | 0.9191 | 1.031 | 0.827 | 0.7727 | 0.8678 | 0.7179 |
Largest Winning Trade | 44576 | 44576 | 41508 | 137952 | 137952 | 110134 |
Largest Losing Trade | -125907 | -52655 | -125907 | -393740 | -216108 | -393740 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 38 | 31 | 44 | 40 | 34 | 46 |
Avg Bars in Losers | 52 | 43 | 62 | 46 | 37 | 54 |
Bars Traded | 9435 | 3913 | 5522 | 9435 | 3913 | 5522 |
Profit Streak | 0 | 11.1089 | 0 | 7.9422 | 0 | 10.2755 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369184 | -21780 | -25456 | -578757 | -580684 | -580325 |
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{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 174, "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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