Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407279.0095 | 326298.6182 | 80980.3913 | 133326.5926 | -116342.8878 | 249669.4804 |
Total P&L (%) | 407.279 | 326.2986 | 80.9804 | 133.3266 | -116.3429 | 249.6695 |
Avg Daily Profit (%) | 0.1871 | 0.1499 | 0.0372 | 0.0389 | 0 | 0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186763 | -100761 | -111072 | -1747447 | -1124114 | -1041361 |
Profit Factor | 1.6319 | 2.0351 | 1.2459 | 1.0292 | 0.9479 | 1.1069 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 51.4563 | 46.1538 | 56.8627 | 51.4563 | 46.1538 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.5395 | 2.3742 | 0.9452 | 0.9709 | 1.1058 | 0.8397 |
Largest Winning Trade | 202282 | 202282 | 49396 | 799835 | 799835 | 342928 |
Largest Losing Trade | -32722 | -31183 | -32722 | -366145 | -255483 | -366145 |
Avg Bars in Trades | 78 | 51 | 106 | 78 | 51 | 106 |
Avg Bars in Winners | 79 | 43 | 108 | 79 | 43 | 108 |
Avg Bars in Losers | 77 | 57 | 102 | 77 | 57 | 102 |
Bars Traded | 8075 | 2660 | 5415 | 8075 | 2660 | 5415 |
Profit Streak | 0 | 0 | 152.2619 | 0 | 0 | 152.2619 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398281 | -170642 | -323713 | -330530 | -760662 | -399364 |
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{ "first_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 62, "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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