Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1351894.0343 | 1261166.361 | 90727.6733 | 4499086.9395 | -1335241.1463 | 5834328.0858 |
Total P&L (%) | 1351.894 | 1261.1664 | 90.7277 | 4499.0869 | -1335.2411 | 5834.3281 |
Avg Daily Profit (%) | 0.7527 | 0.7022 | 0.0505 | 0.2134 | 0 | 0.2276 |
Buy And Hold Return (%) | 321.4609 | 321.4609 | 321.4609 | 321.4609 | 321.4609 | 321.4609 |
Max Trade Drawdown | -72876 | -61555 | -95948 | -3611559 | -4780124 | -1749778 |
Profit Factor | 4.0577 | 6.9772 | 1.3925 | 1.3061 | 0.8485 | 1.9915 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 21 | 8 | 13 | 21 | 8 | 13 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 33.871 | 25.8065 | 41.9355 | 33.871 | 25.8065 | 41.9355 |
Ratio Avg Win / Avg Loss | 7.9222 | 20.0593 | 1.9281 | 2.55 | 2.4394 | 2.7575 |
Largest Winning Trade | 876285 | 876285 | 68665 | 2869443 | 2869443 | 2791280 |
Largest Losing Trade | -33558 | -25528 | -33558 | -898584 | -898584 | -754322 |
Avg Bars in Trades | 55 | 37 | 73 | 55 | 37 | 73 |
Avg Bars in Winners | 131 | 98 | 152 | 131 | 98 | 152 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3450 | 1165 | 2285 | 3450 | 1165 | 2285 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147223 | -7732 | -292643 | -155665 | -604300 | 319735 |
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{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 9, "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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