Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810154.2178 | 591775.3156 | 218378.9022 | 3912657.2585 | 2660380.8375 | 1252276.421 |
Total P&L (%) | 810.1542 | 591.7753 | 218.3789 | 3912.6573 | 2660.3808 | 1252.2764 |
Avg Daily Profit (%) | 0.4259 | 0.3111 | 0.1148 | 0.1943 | 0.1746 | 0.137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124836 | -102332 | -128055 | -2408604 | -1581877 | -1898015 |
Profit Factor | 1.9502 | 2.3568 | 1.5244 | 1.2849 | 1.3416 | 1.2106 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 35.2273 | 31.8182 | 38.6364 | 35.2273 | 31.8182 | 38.6364 |
Ratio Avg Win / Avg Loss | 3.5859 | 5.0503 | 2.4211 | 2.3625 | 2.8749 | 1.9226 |
Largest Winning Trade | 295161 | 295161 | 56526 | 2318175 | 2318175 | 1603502 |
Largest Losing Trade | -29885 | -29885 | -28729 | -1114502 | -1114502 | -611568 |
Avg Bars in Trades | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Winners | 67 | 50 | 82 | 67 | 50 | 82 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 5479 | 2090 | 3388 | 5479 | 2090 | 3388 |
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 | 318576 | 229110 | -41918 | 153652 | 77685 | -13815 |
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{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 157, "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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