Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376491.124 | 346856.3236 | 29634.8004 | 265536.7181 | 367918.001 | -102381.2829 |
Total P&L (%) | 376.4911 | 346.8563 | 29.6348 | 265.5367 | 367.918 | -102.3813 |
Avg Daily Profit (%) | 0.2007 | 0.1849 | 0.0158 | 0.0691 | 0.0823 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92846 | -74722 | -132823 | -196735 | -53162 | -193437 |
Profit Factor | 1.5895 | 2.318 | 1.0789 | 1.3093 | 2.1004 | 0.8047 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 49.4624 | 51.0638 | 47.8261 | 49.4624 | 51.0638 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.6241 | 2.2214 | 1.177 | 1.3378 | 2.0129 | 0.8778 |
Largest Winning Trade | 164945 | 164945 | 57648 | 211709 | 211709 | 152194 |
Largest Losing Trade | -40749 | -24062 | -40749 | -100992 | -48453 | -100992 |
Avg Bars in Trades | 74 | 61 | 88 | 74 | 61 | 88 |
Avg Bars in Winners | 102 | 81 | 124 | 102 | 81 | 124 |
Avg Bars in Losers | 48 | 40 | 56 | 48 | 40 | 56 |
Bars Traded | 6963 | 2877 | 4086 | 6963 | 2877 | 4086 |
Profit Streak | 0 | 0 | 79.2308 | 0 | 0 | 79.2308 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382681 | 436490 | -308808 | -100482 | -78887 | -580992 |
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{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 28, "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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