Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -186853.49 | 198935.8663 | -385789.3563 | 7718553.8901 | 712860.819 | 7005693.0711 |
Total P&L (%) | -186.8535 | 198.9359 | -385.7894 | 7718.5539 | 712.8608 | 7005.6931 |
Avg Daily Profit (%) | -0.0773 | 0.0823 | -0.1596 | 0.1805 | 0.0867 | 0.1766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -705927 | -60798 | -713042 | -4291275 | -3333103 | -2469894 |
Profit Factor | 0.8238 | 1.7866 | 0.5223 | 1.5783 | 1.0824 | 2.4923 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 78 | 39 | 39 | 82 | 39 | 43 |
Losing Trades | 37 | 18 | 19 | 33 | 18 | 15 |
Profitability (%) | 67.8261 | 68.4211 | 67.2414 | 71.3043 | 68.4211 | 74.1379 |
Ratio Avg Win / Avg Loss | 0.3908 | 0.8246 | 0.2544 | 0.6352 | 0.4996 | 0.8694 |
Largest Winning Trade | 113504 | 113504 | 51451 | 1771300 | 1771300 | 1478989 |
Largest Losing Trade | -565621 | -60401 | -565621 | -2628974 | -2628974 | -2469894 |
Avg Bars in Trades | 80 | 98 | 62 | 80 | 98 | 62 |
Avg Bars in Winners | 49 | 58 | 41 | 54 | 52 | 56 |
Avg Bars in Losers | 145 | 186 | 106 | 145 | 200 | 80 |
Bars Traded | 9275 | 5638 | 3637 | 9275 | 5638 | 3637 |
Profit Streak | 23.7593 | 24.2593 | 23.7593 | 23.7593 | 24.2593 | 23.7593 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576655 | -259080 | -757565 | 462241 | -384951 | -166083 |
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{ "first_band": { "type": "fwma", "factors": { "length": 102, "offset": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "offset": 210 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 102, "offset": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "offset": 210 } } }
# | 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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