Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138012.4205 | 75181.9045 | 62830.516 | 141555.3389 | 75362.3647 | 66192.9742 |
Total P&L (%) | 138.0124 | 75.1819 | 62.8305 | 141.5553 | 75.3624 | 66.193 |
Avg Daily Profit (%) | 0.2392 | 0.1303 | 0.1089 | 0.1529 | 0.0974 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43943 | -65834 | -44836 | -175390 | -213918 | -124073 |
Profit Factor | 1.4109 | 1.3971 | 1.4286 | 1.1876 | 1.1708 | 1.2114 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 54.4715 | 53.2258 | 55.7377 | 54.4715 | 53.2258 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.1792 | 1.2278 | 1.1345 | 0.9926 | 1.0289 | 0.962 |
Largest Winning Trade | 24616 | 23899 | 24616 | 80427 | 80427 | 53235 |
Largest Losing Trade | -21169 | -21169 | -15936 | -81329 | -81329 | -40652 |
Avg Bars in Trades | 108 | 81 | 135 | 108 | 81 | 135 |
Avg Bars in Winners | 107 | 82 | 130 | 107 | 82 | 130 |
Avg Bars in Losers | 109 | 79 | 140 | 109 | 79 | 140 |
Bars Traded | 13298 | 5051 | 8247 | 13298 | 5051 | 8247 |
Profit Streak | 0 | 0 | 506.9031 | 0 | 0 | 506.9031 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332379 | -172574 | -207987 | -8066 | -249786 | -238507 |
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 180, "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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