Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1114099.552 | 934481.0893 | 179618.4627 | 37834448.8202 | 32360112.5084 | 5474336.3118 |
Total P&L (%) | 1114.0996 | 934.4811 | 179.6185 | 37834.4488 | 32360.1125 | 5474.3363 |
Avg Daily Profit (%) | 0.6113 | 0.5127 | 0.0986 | 0.3264 | 0.3178 | 0.2209 |
Buy And Hold Return (%) | 761.4487 | 761.4487 | 761.4487 | 761.4487 | 761.4487 | 761.4487 |
Max Trade Drawdown | -83275 | -51080 | -58992 | -21711151 | -12006524 | -14769233 |
Profit Factor | 2.3054 | 3.4691 | 1.3782 | 1.3028 | 1.5813 | 1.079 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Losing Trades | 199 | 102 | 97 | 199 | 102 | 97 |
Profitability (%) | 42.4855 | 41.0405 | 43.9306 | 42.4855 | 41.0405 | 43.9306 |
Ratio Avg Win / Avg Loss | 3.1209 | 4.9838 | 1.759 | 1.7637 | 2.2718 | 1.3772 |
Largest Winning Trade | 262924 | 262924 | 65737 | 17292145 | 17292145 | 9854257 |
Largest Losing Trade | -24349 | -16850 | -24349 | -6939935 | -3322110 | -6939935 |
Avg Bars in Trades | 62 | 50 | 74 | 62 | 50 | 74 |
Avg Bars in Winners | 103 | 84 | 121 | 103 | 84 | 121 |
Avg Bars in Losers | 32 | 27 | 37 | 32 | 27 | 37 |
Bars Traded | 21599 | 8773 | 12826 | 21599 | 8773 | 12826 |
Profit Streak | 0 | 21.6156 | 0 | 0 | 21.6156 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6863 | -79357 | -227518 | 331807 | 372101 | -127382 |
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{ "first_band": { "type": "fwma", "factors": { "length": 4, "offset": 141 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 4, "offset": 141 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "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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