Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2342994.2758 | 2207316.0486 | 135678.2272 | 9171310.9738 | 6570973.7641 | 2600337.2097 |
Total P&L (%) | 2342.9943 | 2207.316 | 135.6782 | 9171.311 | 6570.9738 | 2600.3372 |
Avg Daily Profit (%) | 1.2689 | 1.1954 | 0.0735 | 0.2456 | 0.2277 | 0.1787 |
Buy And Hold Return (%) | 135.1903 | 135.1903 | 135.1903 | 135.1903 | 135.1903 | 135.1903 |
Max Trade Drawdown | -70014 | -48226 | -51887 | -7036406 | -5109687 | -3947086 |
Profit Factor | 7.2067 | 12.9142 | 1.7058 | 1.4432 | 1.5965 | 1.2687 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 31.7647 | 25.5814 | 38.0952 | 31.7647 | 25.5814 | 38.0952 |
Ratio Avg Win / Avg Loss | 15.481 | 37.5685 | 2.7719 | 3.1001 | 4.6443 | 2.0616 |
Largest Winning Trade | 1983618 | 1983618 | 75939 | 5861279 | 5861279 | 4328873 |
Largest Losing Trade | -33927 | -22442 | -33927 | -2858515 | -2858515 | -2098923 |
Avg Bars in Trades | 122 | 121 | 124 | 122 | 121 | 124 |
Avg Bars in Winners | 305 | 359 | 268 | 305 | 359 | 268 |
Avg Bars in Losers | 37 | 39 | 36 | 37 | 39 | 36 |
Bars Traded | 10449 | 5218 | 5231 | 10449 | 5218 | 5231 |
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 | 548528 | -5164 | -260843 | 130789 | -15919 | 153809 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 169 } }, "second_band": { "type": "fwma", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 169 } }, "second_band": { "type": "fwma", "factors": { "length": 154, "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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