Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088076.0685 | 836701.4044 | 251374.664 | 13996427.1715 | 17497692.4399 | -3501265.2684 |
Total P&L (%) | 1088.0761 | 836.7014 | 251.3747 | 13996.4272 | 17497.6924 | -3501.2653 |
Avg Daily Profit (%) | 0.4547 | 0.3497 | 0.1051 | 0.207 | 0.2163 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162572 | -69223 | -119444 | -45561768 | -12671421 | -35249783 |
Profit Factor | 1.9522 | 2.6129 | 1.4029 | 1.119 | 1.3606 | 0.9493 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 51.3761 | 50.4587 | 52.2936 | 51.3761 | 50.4587 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.8476 | 2.5654 | 1.2798 | 1.0591 | 1.3359 | 0.866 |
Largest Winning Trade | 247782 | 247782 | 72471 | 11387265 | 11387265 | 7561138 |
Largest Losing Trade | -66644 | -26121 | -66644 | -13529835 | -4353575 | -13529835 |
Avg Bars in Trades | 64 | 46 | 83 | 64 | 46 | 83 |
Avg Bars in Winners | 71 | 51 | 91 | 71 | 51 | 91 |
Avg Bars in Losers | 57 | 41 | 74 | 57 | 41 | 74 |
Bars Traded | 14155 | 5077 | 9078 | 14155 | 5077 | 9078 |
Profit Streak | 5.0234 | 18.3568 | 5.0234 | 5.0234 | 18.3568 | 5.0234 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591374 | 527701 | -51272 | -78983 | 323628 | -580027 |
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 77, "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) |
---|