Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2408983.4024 | -17188.7691 | -2391794.6333 | -2387572.4591 | -22598744.7431 | 20211172.2841 |
Total P&L (%) | -2408.9834 | -17.1888 | -2391.7946 | -2387.5725 | -22598.7447 | 20211.1723 |
Avg Daily Profit (%) | -1.2889 | -0.0092 | -1.2797 | 0 | 0 | 0.2847 |
Buy And Hold Return (%) | 7215.6104 | 7215.6104 | 7215.6104 | 7215.6104 | 7215.6104 | 7215.6104 |
Max Trade Drawdown | -2532791 | -168366 | -2433203 | -27501590 | -23881209 | -5031300 |
Profit Factor | 0.1445 | 0.9282 | 0.0716 | 0.9357 | 0.1473 | 2.9055 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 62 | 31 | 31 | 31 | 12 | 19 |
Losing Trades | 18 | 9 | 9 | 49 | 28 | 21 |
Profitability (%) | 77.5 | 77.5 | 77.5 | 38.75 | 30 | 47.5 |
Ratio Avg Win / Avg Loss | 0.0419 | 0.2695 | 0.0208 | 1.4789 | 0.3436 | 3.2113 |
Largest Winning Trade | 21948 | 21948 | 12679 | 24637402 | 1446225 | 24637402 |
Largest Losing Trade | -1613020 | -62669 | -1613020 | -10464616 | -10464616 | -3079314 |
Avg Bars in Trades | 64 | 62 | 66 | 64 | 62 | 66 |
Avg Bars in Winners | 25 | 29 | 21 | 57 | 44 | 65 |
Avg Bars in Losers | 198 | 179 | 218 | 68 | 70 | 66 |
Bars Traded | 5161 | 2519 | 2642 | 5161 | 2519 | 2642 |
Profit Streak | 112.5704 | 156.237 | 112.5704 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -599213 | -575802 | -575832 | -607263 | -588527 | 362785 |
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{ "first_band": { "type": "fwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "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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