Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896799.7656 | 811305.8973 | 85493.8682 | 4446168.0733 | 4328562.244 | 117605.8294 |
Total P&L (%) | 896.7998 | 811.3059 | 85.4939 | 4446.1681 | 4328.5622 | 117.6058 |
Avg Daily Profit (%) | 0.4911 | 0.4443 | 0.0468 | 0.2092 | 0.2078 | 0.0426 |
Buy And Hold Return (%) | 676.0976 | 676.0976 | 676.0976 | 676.0976 | 676.0976 | 676.0976 |
Max Trade Drawdown | -101449 | -80217 | -92518 | -5224948 | -4393224 | -2821674 |
Profit Factor | 1.9346 | 2.8926 | 1.1611 | 1.1614 | 1.3343 | 1.0081 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Losing Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Profitability (%) | 44.1088 | 44.2424 | 43.9759 | 44.1088 | 44.2424 | 43.9759 |
Ratio Avg Win / Avg Loss | 2.4514 | 3.6454 | 1.4791 | 1.4716 | 1.6815 | 1.2842 |
Largest Winning Trade | 258995 | 258995 | 58450 | 3157385 | 3157385 | 1834755 |
Largest Losing Trade | -42269 | -20332 | -42269 | -1454912 | -1454912 | -1331818 |
Avg Bars in Trades | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Winners | 90 | 83 | 97 | 90 | 83 | 97 |
Avg Bars in Losers | 44 | 49 | 39 | 44 | 49 | 39 |
Bars Traded | 21400 | 10611 | 10789 | 21400 | 10611 | 10789 |
Profit Streak | 0 | 33.7304 | 0 | 0 | 33.7304 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50580 | -88275 | -341560 | -35754 | 314905 | -515498 |
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{ "first_band": { "type": "fwma", "factors": { "length": 179, "offset": 141 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 179, "offset": 141 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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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