Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355990.8164 | 337394.8451 | 18595.9713 | 7339510.5103 | 2304860.8399 | 5034649.6705 |
Total P&L (%) | 355.9908 | 337.3948 | 18.596 | 7339.5105 | 2304.8608 | 5034.6497 |
Avg Daily Profit (%) | 0.1642 | 0.1556 | 0.0086 | 0.1989 | 0.1468 | 0.1818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -316480 | -75514 | -367490 | -3438703 | -3282460 | -2228604 |
Profit Factor | 1.2681 | 1.6706 | 1.0226 | 1.3376 | 1.1924 | 1.5157 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 201 | 99 | 102 | 203 | 103 | 100 |
Losing Trades | 174 | 88 | 86 | 172 | 84 | 88 |
Profitability (%) | 53.6 | 52.9412 | 54.2553 | 54.1333 | 55.0802 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.0978 | 1.485 | 0.8622 | 1.1333 | 0.9724 | 1.3338 |
Largest Winning Trade | 57510 | 57510 | 46382 | 1382574 | 1382574 | 1300309 |
Largest Losing Trade | -244163 | -45981 | -244163 | -1806529 | -1806529 | -1055006 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 34 | 28 | 39 | 34 | 29 | 40 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 12548 | 5630 | 6918 | 12548 | 5630 | 6918 |
Profit Streak | 16.9253 | 0 | 26.2586 | 16.9253 | 0 | 26.2586 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367289 | 363599 | -384581 | 410745 | -6190 | 401221 |
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{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 216, "offset": 120 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 216, "offset": 120 } } }
# | 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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