Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227741.5935 | 204246.0115 | 23495.582 | -21722.2176 | 100509.4332 | -122231.6508 |
Total P&L (%) | 227.7416 | 204.246 | 23.4956 | -21.7222 | 100.5094 | -122.2317 |
Avg Daily Profit (%) | 0.1835 | 0.1645 | 0.0189 | -0.0197 | 0.0561 | 0 |
Buy And Hold Return (%) | 10.1537 | 10.1537 | 10.1537 | 10.1537 | 10.1537 | 10.1537 |
Max Trade Drawdown | -167797 | -120380 | -87147 | -413790 | -256051 | -227330 |
Profit Factor | 1.2301 | 1.4179 | 1.0469 | 0.9854 | 1.1358 | 0.8362 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 185 | 87 | 98 | 185 | 87 | 98 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 68.7732 | 64.9254 | 72.5926 | 68.7732 | 64.9254 | 72.5926 |
Ratio Avg Win / Avg Loss | 0.5585 | 0.766 | 0.3953 | 0.4474 | 0.6136 | 0.3157 |
Largest Winning Trade | 46186 | 46186 | 13942 | 36014 | 36014 | 26393 |
Largest Losing Trade | -71189 | -38344 | -71189 | -102662 | -69100 | -102662 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 4843 | 2657 | 2186 | 4843 | 2657 | 2186 |
Profit Streak | 2.2214 | 0 | 46.2214 | 2.2214 | 0 | 46.2214 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277759 | 304893 | -338371 | -578532 | -188843 | -576168 |
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{ "first_band": { "type": "fwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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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