Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323192.7152 | 1173553.538 | 149639.1773 | 145742554.7756 | 157285904.7708 | -11543349.9952 |
Total P&L (%) | 1323.1927 | 1173.5535 | 149.6392 | 145742.5548 | 157285.9048 | -11543.35 |
Avg Daily Profit (%) | 0.7123 | 0.6317 | 0.0806 | 0.3929 | 0.3971 | 0 |
Buy And Hold Return (%) | 9106.6451 | 9106.6451 | 9106.6451 | 9106.6451 | 9106.6451 | 9106.6451 |
Max Trade Drawdown | -89051 | -99575 | -84022 | -137225670 | -50470289 | -98887730 |
Profit Factor | 2.4942 | 3.8826 | 1.3128 | 1.2666 | 1.6154 | 0.9603 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 148 | 69 | 79 | 148 | 69 | 79 |
Losing Trades | 143 | 76 | 67 | 143 | 76 | 67 |
Profitability (%) | 50.8591 | 47.5862 | 54.1096 | 50.8591 | 47.5862 | 54.1096 |
Ratio Avg Win / Avg Loss | 2.4099 | 4.2765 | 1.1134 | 1.2238 | 1.7793 | 0.8145 |
Largest Winning Trade | 307442 | 307442 | 52341 | 62218253 | 62218253 | 36906837 |
Largest Losing Trade | -40268 | -40268 | -33295 | -38822163 | -38822163 | -29863547 |
Avg Bars in Trades | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Winners | 50 | 63 | 38 | 50 | 63 | 38 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 10949 | 5966 | 4983 | 10949 | 5966 | 4983 |
Profit Streak | 0 | 30.8914 | 0 | 0 | 30.8914 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146974 | -146722 | -250654 | 403194 | 472749 | -580412 |
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{ "first_band": { "type": "fwma", "factors": { "length": 71, "offset": 102 } }, "second_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 71, "offset": 102 } }, "second_band": { "type": "dcm", "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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