Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2194255.9734 | 2151639.0795 | 42616.894 | 1439942.6601 | 2154181.1033 | -714238.4432 |
Total P&L (%) | 2194.256 | 2151.6391 | 42.6169 | 1439.9427 | 2154.1811 | -714.2384 |
Avg Daily Profit (%) | 1.1696 | 1.1469 | 0.0227 | 0.1459 | 0.1662 | 0 |
Buy And Hold Return (%) | 473.1484 | 473.1484 | 473.1484 | 473.1484 | 473.1484 | 473.1484 |
Max Trade Drawdown | -131886 | -164225 | -85708 | -8991080 | -8659653 | -2936604 |
Profit Factor | 3.4453 | 5.1356 | 1.113 | 1.0514 | 1.128 | 0.9362 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 176 | 87 | 89 | 176 | 87 | 89 |
Profitability (%) | 35.7664 | 36.4964 | 35.0365 | 35.7664 | 36.4964 | 35.0365 |
Ratio Avg Win / Avg Loss | 6.1875 | 8.9359 | 2.0637 | 1.8882 | 1.9627 | 1.7358 |
Largest Winning Trade | 1668607 | 1668607 | 49489 | 8721196 | 8721196 | 1774795 |
Largest Losing Trade | -31142 | -31142 | -24001 | -2144900 | -2006270 | -2144900 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 138 | 121 | 155 | 138 | 121 | 155 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 22056 | 10265 | 11791 | 22056 | 10265 | 11791 |
Profit Streak | 0 | 0 | 21.2691 | 0 | 0 | 21.2691 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515473 | 510603 | -428843 | -167984 | -78081 | -583459 |
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{ "first_band": { "type": "fwma", "factors": { "length": 109, "offset": 236 } }, "second_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 109, "offset": 236 } }, "second_band": { "type": "dcm", "factors": { "length": 66, "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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