Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626368.6238 | 528183.6768 | 98184.947 | -43629.7012 | -161405.438 | 117775.7367 |
Total P&L (%) | 626.3686 | 528.1837 | 98.1849 | -43.6297 | -161.4054 | 117.7757 |
Avg Daily Profit (%) | 0.3455 | 0.2913 | 0.0542 | -0.0316 | 0 | 0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271729 | -269169 | -32229 | -663078 | -748342 | -121485 |
Profit Factor | 1.5919 | 1.6913 | 1.3337 | 0.9787 | 0.8949 | 1.2313 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 139 | 63 | 76 | 139 | 63 | 76 |
Losing Trades | 169 | 91 | 78 | 169 | 91 | 78 |
Profitability (%) | 45.1299 | 40.9091 | 49.3506 | 45.1299 | 40.9091 | 49.3506 |
Ratio Avg Win / Avg Loss | 1.9354 | 2.443 | 1.3688 | 1.1899 | 1.2926 | 1.2637 |
Largest Winning Trade | 661824 | 661824 | 37942 | 591470 | 591470 | 87562 |
Largest Losing Trade | -38612 | -38612 | -13302 | -210057 | -210057 | -57867 |
Avg Bars in Trades | 69 | 113 | 25 | 69 | 113 | 25 |
Avg Bars in Winners | 75 | 132 | 27 | 75 | 132 | 27 |
Avg Bars in Losers | 64 | 99 | 24 | 64 | 99 | 24 |
Bars Traded | 21437 | 17455 | 3982 | 21437 | 17455 | 3982 |
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 | 431165 | 314602 | -120028 | -579394 | -582395 | -135612 |
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{ "first_band": { "type": "fwma", "factors": { "length": 117, "offset": 176 } }, "second_band": { "type": "dcu", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 117, "offset": 176 } }, "second_band": { "type": "dcu", "factors": { "length": 144, "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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