Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368246.5201 | 224872.4678 | 143374.0524 | 189046.1085 | 28108.8034 | 160937.3052 |
Total P&L (%) | 368.2465 | 224.8725 | 143.3741 | 189.0461 | 28.1088 | 160.9373 |
Avg Daily Profit (%) | 0.2297 | 0.1402 | 0.0894 | 0.0662 | 0.0154 | 0.0598 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146856 | -162326 | -44307 | -149958 | -149258 | -45871 |
Profit Factor | 1.9778 | 1.8798 | 2.1848 | 1.3995 | 1.0855 | 2.1148 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 41.7476 | 38.4615 | 45.098 | 41.7476 | 38.4615 | 45.098 |
Ratio Avg Win / Avg Loss | 2.7598 | 3.0077 | 2.6598 | 1.9528 | 1.7368 | 2.5745 |
Largest Winning Trade | 301895 | 301895 | 52719 | 131744 | 131744 | 121068 |
Largest Losing Trade | -34938 | -34938 | -25167 | -62709 | -62709 | -16280 |
Avg Bars in Trades | 58 | 52 | 64 | 58 | 52 | 64 |
Avg Bars in Winners | 86 | 70 | 99 | 86 | 70 | 99 |
Avg Bars in Losers | 38 | 41 | 34 | 38 | 41 | 34 |
Bars Traded | 6015 | 2744 | 3271 | 6015 | 2744 | 3271 |
Profit Streak | 0 | 0 | 75.0675 | 0 | 0 | 75.0675 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313084 | -186795 | -249972 | -105650 | -485412 | -289549 |
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{ "first_band": { "type": "fwma", "factors": { "length": 153, "offset": 168 } }, "second_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 153, "offset": 168 } }, "second_band": { "type": "dcm", "factors": { "length": 95, "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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