Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552648.5801 | 442929.6183 | 109718.9618 | 1849193.5275 | 1336151.7331 | 513041.7945 |
Total P&L (%) | 552.6486 | 442.9296 | 109.719 | 1849.1935 | 1336.1517 | 513.0418 |
Avg Daily Profit (%) | 0.3241 | 0.2598 | 0.0644 | 0.1743 | 0.1564 | 0.1064 |
Buy And Hold Return (%) | 60.519 | 60.519 | 60.519 | 60.519 | 60.519 | 60.519 |
Max Trade Drawdown | -97331 | -55896 | -45772 | -3956759 | -2382532 | -1730367 |
Profit Factor | 2.629 | 3.2176 | 1.7864 | 1.1909 | 1.2435 | 1.1221 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 49.5146 | 47.0588 | 51.9231 | 49.5146 | 47.0588 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.6805 | 3.6198 | 1.6541 | 1.2142 | 1.3989 | 1.039 |
Largest Winning Trade | 245597 | 245597 | 42269 | 1414008 | 1414008 | 662752 |
Largest Losing Trade | -25082 | -25082 | -19343 | -1282742 | -1282742 | -627923 |
Avg Bars in Trades | 45 | 56 | 34 | 45 | 56 | 34 |
Avg Bars in Winners | 57 | 70 | 46 | 57 | 70 | 46 |
Avg Bars in Losers | 33 | 44 | 22 | 33 | 44 | 22 |
Bars Traded | 4695 | 2884 | 1811 | 4695 | 2884 | 1811 |
Profit Streak | 0 | 41.136 | 0 | 0 | 41.136 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511132 | -165929 | -291558 | -2680 | -172808 | -316536 |
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{ "first_band": { "type": "fwma", "factors": { "length": 137, "offset": 105 } }, "second_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 137, "offset": 105 } }, "second_band": { "type": "dcm", "factors": { "length": 214, "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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