Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2443414.8383 | -23006.5929 | -2420408.2453 | -1890128.0745 | -24493520.7347 | 22603392.6601 |
Total P&L (%) | -2443.4148 | -23.0066 | -2420.4082 | -1890.1281 | -24493.5207 | 22603.3927 |
Avg Daily Profit (%) | -1.3177 | -0.0124 | -1.3053 | 0 | 0 | 0.293 |
Buy And Hold Return (%) | 7895.5779 | 7895.5779 | 7895.5779 | 7895.5779 | 7895.5779 | 7895.5779 |
Max Trade Drawdown | -2553399 | -167267 | -2461035 | -28100766 | -25084898 | -4636027 |
Profit Factor | 0.1444 | 0.9073 | 0.0718 | 0.951 | 0.1248 | 3.1397 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 63 | 33 | 30 | 30 | 12 | 18 |
Losing Trades | 23 | 10 | 13 | 56 | 31 | 25 |
Profitability (%) | 73.2558 | 76.7442 | 69.7674 | 34.8837 | 27.907 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.0527 | 0.2749 | 0.0311 | 1.7751 | 0.3223 | 4.3607 |
Largest Winning Trade | 27942 | 27942 | 18398 | 27656972 | 964149 | 27656972 |
Largest Losing Trade | -1618259 | -62156 | -1618259 | -11352357 | -11352357 | -2711945 |
Avg Bars in Trades | 80 | 78 | 81 | 80 | 78 | 81 |
Avg Bars in Winners | 28 | 33 | 21 | 84 | 66 | 96 |
Avg Bars in Losers | 222 | 225 | 219 | 77 | 82 | 71 |
Bars Traded | 6881 | 3365 | 3515 | 6881 | 3365 | 3515 |
Profit Streak | 37.1575 | 141.9075 | 37.1575 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575821 | -575783 | -577620 | -583649 | -597729 | 305451 |
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{ "first_band": { "type": "fwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 205, "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) |
---|