Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132080.0543 | 69990.2171 | 62089.8372 | 172875.1857 | 96185.1899 | 76689.9958 |
Total P&L (%) | 132.0801 | 69.9902 | 62.0898 | 172.8752 | 96.1852 | 76.69 |
Avg Daily Profit (%) | 0.5072 | 0.2688 | 0.2384 | 0.3862 | 0.2591 | 0.2188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49915 | -34438 | -47770 | -128742 | -90322 | -107917 |
Profit Factor | 1.2839 | 1.3073 | 1.2614 | 1.1744 | 1.2016 | 1.1491 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 209 | 107 | 102 | 209 | 107 | 102 |
Losing Trades | 169 | 82 | 87 | 169 | 82 | 87 |
Profitability (%) | 55.291 | 56.6138 | 53.9683 | 55.291 | 56.6138 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.0382 | 1.0019 | 1.0759 | 0.9496 | 0.9209 | 0.9802 |
Largest Winning Trade | 27241 | 27241 | 17059 | 29296 | 26734 | 29296 |
Largest Losing Trade | -14736 | -14736 | -12551 | -30157 | -30157 | -28091 |
Avg Bars in Trades | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Winners | 54 | 59 | 50 | 54 | 59 | 50 |
Avg Bars in Losers | 78 | 75 | 81 | 78 | 75 | 81 |
Bars Traded | 24736 | 12558 | 12179 | 24736 | 12558 | 12179 |
Profit Streak | 0 | 2.7619 | 0 | 0 | 2.7619 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413945 | 246994 | 245643 | -19877 | 160795 | -50800 |
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{ "first_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 240, "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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