Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1462750.6502 | 1299987.9836 | 162762.6667 | 7051268.8089 | 395551.6133 | 6655717.1955 |
Total P&L (%) | 1462.7507 | 1299.988 | 162.7627 | 7051.2688 | 395.5516 | 6655.7172 |
Avg Daily Profit (%) | 0.7883 | 0.7006 | 0.0877 | 0.2304 | 0.0863 | 0.2273 |
Buy And Hold Return (%) | 49.7245 | 49.7245 | 49.7245 | 49.7245 | 49.7245 | 49.7245 |
Max Trade Drawdown | -77935 | -61521 | -35033 | -5215509 | -4341204 | -1790103 |
Profit Factor | 5.725 | 8.6493 | 2.1657 | 1.5261 | 1.0442 | 2.4952 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 20 | 8 | 12 | 20 | 8 | 12 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 32.7869 | 25.8065 | 40 | 32.7869 | 25.8065 | 40 |
Ratio Avg Win / Avg Loss | 11.7362 | 24.8667 | 3.2485 | 3.1285 | 3.002 | 3.7428 |
Largest Winning Trade | 1108725 | 1108725 | 65089 | 4053839 | 3873466 | 4053839 |
Largest Losing Trade | -31918 | -13125 | -31918 | -1553505 | -1553505 | -1111721 |
Avg Bars in Trades | 56 | 41 | 72 | 56 | 41 | 72 |
Avg Bars in Winners | 123 | 106 | 134 | 123 | 106 | 134 |
Avg Bars in Losers | 23 | 18 | 30 | 23 | 18 | 30 |
Bars Traded | 3452 | 1280 | 2172 | 3452 | 1280 | 2172 |
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 | -151578 | -5455 | -78532 | -162097 | -274857 | 327261 |
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 24, "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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