Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854415.7905 | 740665.1836 | 113750.6069 | 3353201.5068 | 2918933.4208 | 434268.086 |
Total P&L (%) | 854.4158 | 740.6652 | 113.7506 | 3353.2015 | 2918.9334 | 434.2681 |
Avg Daily Profit (%) | 0.4692 | 0.4067 | 0.0625 | 0.1947 | 0.1873 | 0.0921 |
Buy And Hold Return (%) | 136.7064 | 136.7064 | 136.7064 | 136.7064 | 136.7064 | 136.7064 |
Max Trade Drawdown | -125505 | -87562 | -84455 | -2888412 | -2520251 | -2119043 |
Profit Factor | 1.9025 | 2.5702 | 1.2395 | 1.214 | 1.3576 | 1.0579 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 41.3333 | 37.5 | 45.1327 | 41.3333 | 37.5 | 45.1327 |
Ratio Avg Win / Avg Loss | 2.7003 | 4.2836 | 1.5068 | 1.7232 | 2.2626 | 1.286 |
Largest Winning Trade | 305696 | 305696 | 76186 | 2595053 | 2595053 | 1084772 |
Largest Losing Trade | -30095 | -23822 | -30095 | -1044390 | -1044390 | -1028411 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Losers | 6 | 5 | 7 | 6 | 5 | 7 |
Bars Traded | 3363 | 1576 | 1787 | 3363 | 1576 | 1787 |
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 | 415281 | 317193 | -276339 | 242891 | 166909 | -231736 |
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{ "first_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 238, "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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