Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482950.8703 | 373784.8586 | 109166.0117 | -27275.6301 | 222890.5815 | -250166.2116 |
Total P&L (%) | 482.9509 | 373.7849 | 109.166 | -27.2756 | 222.8906 | -250.1662 |
Avg Daily Profit (%) | 0.2539 | 0.1965 | 0.0574 | -0.0167 | 0.0616 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144792 | -86909 | -127218 | -831736 | -314181 | -603072 |
Profit Factor | 1.7805 | 2.2789 | 1.3343 | 0.9853 | 1.3076 | 0.7779 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 59.7403 | 64.1026 | 55.2632 | 59.7403 | 64.1026 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.1999 | 1.2762 | 1.0802 | 0.664 | 0.7323 | 0.6297 |
Largest Winning Trade | 103423 | 103423 | 75520 | 257249 | 195104 | 257249 |
Largest Losing Trade | -93095 | -39264 | -93095 | -540447 | -241511 | -540447 |
Avg Bars in Trades | 71 | 41 | 103 | 71 | 41 | 103 |
Avg Bars in Winners | 78 | 38 | 125 | 78 | 38 | 125 |
Avg Bars in Losers | 62 | 46 | 75 | 62 | 46 | 75 |
Bars Traded | 5529 | 1615 | 3914 | 5529 | 1615 | 3914 |
Profit Streak | 0 | 0 | 569.1848 | 0 | 0 | 569.1848 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34390 | 456015 | -114720 | -625515 | -110313 | -579499 |
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{ "first_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 69, "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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