Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147296.365 | -22429.0717 | 169725.4367 | 26637.5086 | -76147.0994 | 102784.608 |
Total P&L (%) | 147.2964 | -22.4291 | 169.7254 | 26.6375 | -76.1471 | 102.7846 |
Avg Daily Profit (%) | 0.1426 | -0.0217 | 0.1644 | 0.0229 | -0.1387 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87476 | -113602 | -30930 | -128497 | -136680 | -41840 |
Profit Factor | 1.5645 | 0.8938 | 4.412 | 1.0949 | 0.6548 | 2.713 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 10 | 7 | 3 | 10 | 7 | 3 |
Profitability (%) | 84.8485 | 78.7879 | 90.9091 | 84.8485 | 78.7879 | 90.9091 |
Ratio Avg Win / Avg Loss | 0.2794 | 0.2406 | 0.4412 | 0.1955 | 0.1763 | 0.2713 |
Largest Winning Trade | 18563 | 15998 | 18563 | 17653 | 17653 | 17086 |
Largest Losing Trade | -71214 | -71214 | -23679 | -70105 | -70105 | -33686 |
Avg Bars in Trades | 43 | 64 | 21 | 43 | 64 | 21 |
Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Losers | 194 | 241 | 84 | 194 | 241 | 84 |
Bars Traded | 2859 | 2140 | 719 | 2859 | 2140 | 719 |
Profit Streak | 74.6275 | 74.6275 | 285.2942 | 74.6275 | 74.6275 | 285.2942 |
Trades During Streak | 19 | 9 | 13 | 19 | 9 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124942 | -575446 | 671532 | -405847 | -575446 | -92344 |
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{ "first_band": { "type": "fwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 176, "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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