Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532448.5096 | 1530524.0303 | 1924.4793 | 556684.8846 | 1464032.3085 | -907347.4239 |
Total P&L (%) | 1532.4485 | 1530.524 | 1.9245 | 556.6849 | 1464.0323 | -907.3474 |
Avg Daily Profit (%) | 0.8207 | 0.8197 | 0.001 | 0.1008 | 0.1474 | 0 |
Buy And Hold Return (%) | 632.419 | 632.419 | 632.419 | 632.419 | 632.419 | 632.419 |
Max Trade Drawdown | -127996 | -84865 | -93320 | -7240317 | -2085938 | -5852307 |
Profit Factor | 3.0509 | 6.2253 | 1.0042 | 1.0298 | 1.2345 | 0.927 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 47.6923 | 41.5385 | 53.8462 | 47.6923 | 41.5385 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.3462 | 8.7615 | 0.8608 | 1.1295 | 1.7374 | 0.7946 |
Largest Winning Trade | 974290 | 974290 | 58039 | 2521956 | 2521956 | 1675964 |
Largest Losing Trade | -64411 | -31744 | -64411 | -4900129 | -767390 | -4900129 |
Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Winners | 76 | 81 | 72 | 76 | 81 | 72 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 7058 | 3545 | 3513 | 7058 | 3545 | 3513 |
Profit Streak | 15.0803 | 59.0803 | 15.0803 | 15.0803 | 59.0803 | 15.0803 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556696 | -116647 | -705339 | -410932 | -134153 | -711374 |
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{ "first_band": { "type": "fwma", "factors": { "length": 169, "offset": 199 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 169, "offset": 199 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "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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