Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455850.286 | 1400932.2462 | 54918.0398 | 3112576.9324 | 4334620.3963 | -1222043.4639 |
Total P&L (%) | 1455.8503 | 1400.9322 | 54.918 | 3112.5769 | 4334.6204 | -1222.0435 |
Avg Daily Profit (%) | 0.796 | 0.766 | 0.03 | 0.1899 | 0.2075 | 0 |
Buy And Hold Return (%) | 769.7298 | 769.7298 | 769.7298 | 769.7298 | 769.7298 | 769.7298 |
Max Trade Drawdown | -111006 | -127134 | -44934 | -7457788 | -5268917 | -4234724 |
Profit Factor | 3.9069 | 5.4226 | 1.2984 | 1.1312 | 1.2934 | 0.8634 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 52.1739 | 58.8235 | 45.7143 | 52.1739 | 58.8235 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.5813 | 3.7958 | 1.5418 | 1.037 | 0.9054 | 1.0253 |
Largest Winning Trade | 991648 | 991648 | 51806 | 4465531 | 4465531 | 1582468 |
Largest Losing Trade | -41663 | -39018 | -41663 | -4119669 | -2756535 | -4119669 |
Avg Bars in Trades | 50 | 77 | 24 | 50 | 77 | 24 |
Avg Bars in Winners | 60 | 80 | 34 | 60 | 80 | 34 |
Avg Bars in Losers | 39 | 72 | 15 | 39 | 72 | 15 |
Bars Traded | 3473 | 2625 | 848 | 3473 | 2625 | 848 |
Profit Streak | 0 | 153.7125 | 0 | 0 | 153.7125 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93206 | 555475 | -318762 | -176137 | 291795 | -580509 |
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{ "first_band": { "type": "wma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "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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