Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2210267.6591 | 2160595.0931 | 49672.5659 | 849779.1679 | 999748.8604 | -149969.6925 |
Total P&L (%) | 2210.2677 | 2160.5951 | 49.6726 | 849.7792 | 999.7489 | -149.9697 |
Avg Daily Profit (%) | 0.994 | 0.9716 | 0.0223 | 0.1013 | 0.1079 | 0 |
Buy And Hold Return (%) | 263.6285 | 263.6285 | 263.6285 | 263.6285 | 263.6285 | 263.6285 |
Max Trade Drawdown | -118446 | -75873 | -138150 | -2120492 | -1541387 | -1440110 |
Profit Factor | 2.8638 | 4.7774 | 1.0809 | 1.0581 | 1.1455 | 0.9806 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Losing Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Profitability (%) | 44.2478 | 43.787 | 44.7059 | 44.2478 | 43.787 | 44.7059 |
Ratio Avg Win / Avg Loss | 3.6083 | 6.1332 | 1.3369 | 1.3332 | 1.4705 | 1.2129 |
Largest Winning Trade | 2027353 | 2027353 | 41225 | 2482967 | 2482967 | 581672 |
Largest Losing Trade | -49455 | -38671 | -49455 | -841453 | -492732 | -841453 |
Avg Bars in Trades | 38 | 38 | 37 | 38 | 38 | 37 |
Avg Bars in Winners | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 12890 | 6554 | 6336 | 12890 | 6554 | 6336 |
Profit Streak | 5.2695 | 8.6028 | 5.2695 | 5.2695 | 8.6028 | 5.2695 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 702625 | 703107 | -461342 | -216124 | -112897 | -580123 |
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{ "first_band": { "type": "fwma", "factors": { "length": 223, "offset": 78 } }, "second_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } } }
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# | 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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