Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447238.1459 | 417118.3716 | 30119.7743 | 95859.9792 | 60325.0894 | 35534.8898 |
Total P&L (%) | 447.2381 | 417.1184 | 30.1198 | 95.86 | 60.3251 | 35.5349 |
Avg Daily Profit (%) | 0.2342 | 0.2184 | 0.0158 | 0.0352 | 0.0247 | 0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209410 | -146782 | -127203 | -1218431 | -889289 | -740138 |
Profit Factor | 1.7317 | 2.5407 | 1.0885 | 1.0307 | 1.0426 | 1.0208 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 45.5357 | 48.2143 | 42.8571 | 45.5357 | 48.2143 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.0712 | 2.7289 | 1.4513 | 1.2328 | 1.1198 | 1.3611 |
Largest Winning Trade | 398187 | 398187 | 34347 | 465617 | 465617 | 207752 |
Largest Losing Trade | -34130 | -30671 | -34130 | -252527 | -196971 | -252527 |
Avg Bars in Trades | 49 | 53 | 44 | 49 | 53 | 44 |
Avg Bars in Winners | 59 | 65 | 52 | 59 | 65 | 52 |
Avg Bars in Losers | 41 | 43 | 39 | 41 | 43 | 39 |
Bars Traded | 5526 | 3022 | 2504 | 5526 | 3022 | 2504 |
Profit Streak | 37.755 | 40.755 | 37.755 | 37.755 | 40.755 | 37.755 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406568 | -166701 | -479951 | -332543 | -513531 | -553666 |
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{ "first_band": { "type": "wma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "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) |
---|