Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268424.7587 | 363657.1109 | -95232.3521 | -98892.201 | -332027.9329 | 233135.732 |
Total P&L (%) | 268.4248 | 363.6571 | -95.2324 | -98.8922 | -332.0279 | 233.1357 |
Avg Daily Profit (%) | 0.1805 | 0.2446 | -0.064 | -0.3024 | 0 | 0.081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -401796 | -249514 | -227197 | -847801 | -948747 | -104929 |
Profit Factor | 1.3058 | 1.7293 | 0.7489 | 0.9249 | 0.7062 | 2.2516 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 50.8065 | 46.7742 | 54.8387 | 50.8065 | 46.7742 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.2643 | 1.9678 | 0.6167 | 0.8955 | 0.8037 | 1.8543 |
Largest Winning Trade | 568163 | 568163 | 34547 | 582996 | 582996 | 132920 |
Largest Losing Trade | -81075 | -77014 | -81075 | -515548 | -515548 | -33148 |
Avg Bars in Trades | 46 | 65 | 26 | 46 | 65 | 26 |
Avg Bars in Winners | 38 | 50 | 27 | 38 | 50 | 27 |
Avg Bars in Losers | 54 | 78 | 26 | 54 | 78 | 26 |
Bars Traded | 5726 | 4055 | 1671 | 5726 | 4055 | 1671 |
Profit Streak | 14.1012 | 0 | 83.1012 | 14.1012 | 0 | 83.1012 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309693 | -144155 | -732551 | -579749 | -736212 | -232348 |
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{ "first_band": { "type": "fwma", "factors": { "length": 69, "offset": 29 } }, "second_band": { "type": "dcm", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 69, "offset": 29 } }, "second_band": { "type": "dcm", "factors": { "length": 183, "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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