Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368014.5423 | 347773.8809 | 20240.6614 | -100090.6124 | 2201632.5294 | -2301723.1418 |
Total P&L (%) | 368.0145 | 347.7739 | 20.2407 | -100.0906 | 2201.6325 | -2301.7231 |
Avg Daily Profit (%) | 0.2032 | 0.192 | 0.0112 | 0 | 0.1733 | 0 |
Buy And Hold Return (%) | 57.6207 | 57.6207 | 57.6207 | 57.6207 | 57.6207 | 57.6207 |
Max Trade Drawdown | -263027 | -35176 | -318945 | -3982261 | -46860 | -3968593 |
Profit Factor | 1.7207 | 5.4194 | 1.0469 | 0.9784 | 25.5139 | 0.4934 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 39 | 20 | 19 | 32 | 17 | 15 |
Losing Trades | 22 | 11 | 11 | 29 | 14 | 15 |
Profitability (%) | 63.9344 | 64.5161 | 63.3333 | 52.459 | 54.8387 | 50 |
Ratio Avg Win / Avg Loss | 0.9707 | 2.9807 | 0.6061 | 0.8867 | 21.0114 | 0.4934 |
Largest Winning Trade | 71010 | 70994 | 71010 | 1266730 | 1266730 | 678487 |
Largest Losing Trade | -101887 | -15595 | -101887 | -3968593 | -46860 | -3968593 |
Avg Bars in Trades | 51 | 22 | 82 | 51 | 22 | 82 |
Avg Bars in Winners | 47 | 15 | 81 | 62 | 28 | 101 |
Avg Bars in Losers | 59 | 34 | 84 | 39 | 14 | 63 |
Bars Traded | 3164 | 687 | 2477 | 3164 | 687 | 2477 |
Profit Streak | 0 | 0 | 0 | 148.6481 | 148.6481 | 159.6481 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156470 | 616739 | -512652 | -745496 | 639947 | -580248 |
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 200, "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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