Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768617.9351 | 659746.3703 | 108871.5649 | 881859.0855 | -868021.8959 | 1749880.9814 |
Total P&L (%) | 768.6179 | 659.7464 | 108.8716 | 881.8591 | -868.0219 | 1749.881 |
Avg Daily Profit (%) | 0.396 | 0.3399 | 0.0561 | 0.1178 | 0 | 0.1504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150292 | -113381 | -116236 | -6024543 | -4237262 | -2569910 |
Profit Factor | 1.7236 | 2.2263 | 1.2077 | 1.0485 | 0.9075 | 1.1985 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 73 | 26 | 47 | 73 | 26 | 47 |
Losing Trades | 138 | 80 | 58 | 138 | 80 | 58 |
Profitability (%) | 34.5972 | 24.5283 | 44.7619 | 34.5972 | 24.5283 | 44.7619 |
Ratio Avg Win / Avg Loss | 3.2583 | 6.8503 | 1.4903 | 1.982 | 2.7922 | 1.4789 |
Largest Winning Trade | 337833 | 337833 | 53794 | 2915986 | 2915986 | 1669729 |
Largest Losing Trade | -51730 | -20379 | -51730 | -1023263 | -794918 | -1023263 |
Avg Bars in Trades | 18 | 13 | 23 | 18 | 13 | 23 |
Avg Bars in Winners | 37 | 31 | 41 | 37 | 31 | 41 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 3837 | 1414 | 2423 | 3837 | 1414 | 2423 |
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 | 301390 | -18417 | -120533 | -206100 | -609888 | 120727 |
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{ "first_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 42, "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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