Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234754.4188 | 204341.3167 | 30413.1021 | 511118.0112 | 344450.1588 | 166667.8524 |
Total P&L (%) | 234.7544 | 204.3413 | 30.4131 | 511.118 | 344.4502 | 166.6679 |
Avg Daily Profit (%) | 0.4507 | 0.3923 | 0.0584 | 0.3482 | 0.2868 | 0.1885 |
Buy And Hold Return (%) | 211.7555 | 211.7555 | 211.7555 | 211.7555 | 211.7555 | 211.7555 |
Max Trade Drawdown | -56680 | -65332 | -63867 | -131082 | -165270 | -83744 |
Profit Factor | 1.5483 | 1.7969 | 1.1771 | 1.5691 | 1.6001 | 1.5143 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 176 | 95 | 81 | 176 | 95 | 81 |
Losing Trades | 159 | 72 | 87 | 159 | 72 | 87 |
Profitability (%) | 52.5373 | 56.8862 | 48.2143 | 52.5373 | 56.8862 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.3987 | 1.3619 | 1.2643 | 1.4176 | 1.2127 | 1.6265 |
Largest Winning Trade | 42244 | 42244 | 12541 | 69006 | 69006 | 34741 |
Largest Losing Trade | -28062 | -28062 | -13767 | -63968 | -63968 | -39064 |
Avg Bars in Trades | 72 | 118 | 25 | 72 | 118 | 25 |
Avg Bars in Winners | 65 | 98 | 26 | 65 | 98 | 26 |
Avg Bars in Losers | 79 | 145 | 25 | 79 | 145 | 25 |
Bars Traded | 24216 | 19864 | 4352 | 24216 | 19864 | 4352 |
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 | -119110 | -153572 | -307122 | 302890 | 55643 | -156411 |
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{ "first_band": { "type": "dcl", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 64, "offset": 168 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 64, "offset": 168 } } }
# | 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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