Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701819.8088 | 672787.4709 | 29032.3378 | 2171130.9976 | 2994955.5114 | -823824.5138 |
Total P&L (%) | 701.8198 | 672.7875 | 29.0323 | 2171.131 | 2994.9555 | -823.8245 |
Avg Daily Profit (%) | 0.3848 | 0.3689 | 0.0159 | 0.1714 | 0.1884 | 0 |
Buy And Hold Return (%) | 674.4875 | 674.4875 | 674.4875 | 674.4875 | 674.4875 | 674.4875 |
Max Trade Drawdown | -88941 | -64065 | -85775 | -1474169 | -774686 | -1547729 |
Profit Factor | 2.5395 | 6.1592 | 1.0892 | 1.31 | 2.4925 | 0.8352 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 41.4286 | 42.8571 | 40 | 41.4286 | 42.8571 | 40 |
Ratio Avg Win / Avg Loss | 3.5903 | 8.2122 | 1.6338 | 1.852 | 3.3233 | 1.2527 |
Largest Winning Trade | 186742 | 186742 | 73209 | 1328239 | 1328239 | 1254627 |
Largest Losing Trade | -56575 | -15951 | -56575 | -1200142 | -197390 | -1200142 |
Avg Bars in Trades | 146 | 54 | 238 | 146 | 54 | 238 |
Avg Bars in Winners | 278 | 86 | 483 | 278 | 86 | 483 |
Avg Bars in Losers | 53 | 30 | 75 | 53 | 30 | 75 |
Bars Traded | 10255 | 1910 | 8345 | 10255 | 1910 | 8345 |
Profit Streak | 0 | 124.1156 | 0 | 0 | 124.1156 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -240822 | -149989 | -462549 | -95978 | 310925 | -583009 |
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{ "first_band": { "type": "dcu", "factors": { "length": 120, "offset": 63 } }, "second_band": { "type": "fwma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 120, "offset": 63 } }, "second_band": { "type": "fwma", "factors": { "length": 30, "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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